Call Warrant

Symbol: WSWALT
Underlyings: SoftwareONE Hldg.
ISIN: CH1525799669
Issuer:
Leonteq Securities
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.08.26
11:09:02
0.400
0.406
CHF
Volume
130,000
20,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.364
Diff. absolute / % 0.04 +11.54%

Determined prices

Last Price 0.312 Volume 2,000
Time 17:29:30 Date 27/05/2026

More Product Information

Core Data

Name Call Warrant
ISIN CH1525799669
Valor 152579966
Symbol WSWALT
Strike 10.00 CHF
Type Warrants
Type Bull
Ratio 2.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 22/01/2026
Date of maturity 22/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Underlyings

Name SoftwareONE Hldg.
ISIN CH0496451508
Price 9.0900 CHF
Date 04/08/26 11:08
Ratio 2.00

Key data

Implied volatility 0.55%
Leverage 3.78
Delta 0.32
Gamma 0.20
Vega 0.02
Distance to Strike 1.00
Distance to Strike in % 11.11%

market maker quality Date: 03/08/2026

Average Spread 2.07%
Last Best Bid Price 0.38 CHF
Last Best Ask Price 0.39 CHF
Last Best Bid Volume 140,000
Last Best Ask Volume 20,000
Average Buy Volume 140,227
Average Sell Volume 20,000
Average Buy Value 52,695 CHF
Average Sell Value 7,673 CHF
Spreads Availability Ratio 99.97%
Quote Availability 99.97%

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