Call Warrant

Symbol: WNECAT
Underlyings: Nestlé S.A.
ISIN: CH1479371432
Issuer:
Leonteq Securities
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
03.06.26
17:30:03
0.099
0.114
CHF
Volume
40,000
40,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.124
Diff. absolute / % 0.04 +22.73%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1479371432
Valor 147937143
Symbol WNECAT
Strike 80.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 04/09/2025
Date of maturity 22/09/2026
Last trading day 18/09/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Underlyings

Name Nestlé S.A.
ISIN CH0038863350
Price 77.28 CHF
Date 03/06/26 17:31
Ratio 20.00

Key data

Implied volatility 0.21%
Leverage 13.14
Delta 0.36
Gamma 0.05
Vega 0.15
Distance to Strike 2.54
Distance to Strike in % 3.28%

market maker quality Date: 02/06/2026

Average Spread 3.14%
Last Best Bid Price 0.12 CHF
Last Best Ask Price 0.12 CHF
Last Best Bid Volume 450,000
Last Best Ask Volume 300,000
Average Buy Volume 426,351
Average Sell Volume 300,000
Average Buy Value 53,514 CHF
Average Sell Value 38,916 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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