Call Warrant

Symbol: WCVAOT
Underlyings: Chevron
ISIN: CH1511811288
Issuer:
Leonteq Securities
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
03.06.26
22:15:01
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.498
Diff. absolute / % 0.06 +12.85%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1511811288
Valor 151181128
Symbol WCVAOT
Strike 200.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 20/01/2026
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

Underlyings

Name Chevron
ISIN US1667641005
Price 143.61 CHF
Date 15/04/26 09:11
Ratio 20.00

Key data

Implied volatility 0.24%
Leverage 8.36
Delta 0.46
Gamma 0.01
Vega 0.56
Distance to Strike 9.59
Distance to Strike in % 5.04%

market maker quality Date: 02/06/2026

Average Spread 1.01%
Last Best Bid Price 0.47 CHF
Last Best Ask Price 0.47 CHF
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 148,159
Average Sell Volume 94,967
Average Buy Value 67,323 CHF
Average Sell Value 44,025 CHF
Spreads Availability Ratio 99.90%
Quote Availability 99.90%

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