Call Warrant

Termsheet  
Symbol: WROCDT
Underlyings: Roche PS
ISIN: CH1479394459
Issuer:
Leonteq Securities
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
18.09.26
18:12:30
0.160
-
CHF
Volume
292,500
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.218
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.218 Volume 20,000
Time 09:40:26 Date 18/09/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call Warrant
ISIN CH1479394459
Valor 147939445
Symbol WROCDT
Strike 340.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 02/10/2025
Date of maturity 25/09/2026
Last trading day 18/09/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Underlyings

Name Roche PS
ISIN CH1499059983
Price 364.80 CHF
Date 21/09/26 17:31
Ratio 100.00

Key data

Intrinsic value 0.19
Time value 0.01
Leverage 11.17
Delta 0.60
Gamma 0.00
Vega 1.33
Distance to Strike -18.60
Distance to Strike in % -5.19%

market maker quality Date: 18/09/2026

Average Spread -
Last Best Bid Price 0.17 CHF
Last Best Ask Price - CHF
Last Best Bid Volume 292,500
Last Best Ask Volume 0
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 CHF
Average Sell Value 0 CHF
Spreads Availability Ratio 0.00%
Quote Availability 99.99%

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