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Call Warrant
Symbol:
WAVALT
ISIN:
CH1504422556
Issuer:
Leonteq Securities
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.10.26
23:34:18 |
|
-
|
-
|
CHF |
| Volume |
-
|
-
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.146 | ||||
| Diff. absolute / % | 0.02 | +15.07% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1504422556 |
| Valor | 150442255 |
| Symbol | WAVALT |
| Strike | 375.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/12/2025 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
Key data
| Implied volatility | 0.37% |
| Leverage | 8.41 |
| Delta | 0.40 |
| Gamma | 0.01 |
| Vega | 0.63 |
| Distance to Strike | 19.88 |
| Distance to Strike in % | 5.60% |
market maker quality Date: 30/09/2026
| Average Spread | 3.27% |
| Last Best Bid Price | 0.17 CHF |
| Last Best Ask Price | 0.17 CHF |
| Last Best Bid Volume | 400,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 321,519 |
| Average Sell Volume | 313,487 |
| Average Buy Value | 57,927 CHF |
| Average Sell Value | 58,293 CHF |
| Spreads Availability Ratio | 99.99% |
| Quote Availability | 99.99% |
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