Call Warrant

Symbol: WBCAWT
ISIN: CH1525802778
Issuer:
Leonteq Securities
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.08.26
08:01:03
0.548
0.590
CHF
Volume
2,250
2,250
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.564
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.666 Volume 20,000
Time 16:11:39 Date 22/07/2026

More Product Information

Core Data

Name Call Warrant
ISIN CH1525802778
Valor 152580277
Symbol WBCAWT
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 23/01/2026
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 Banque Cantonale Vaudoise
ISIN CH0531751755
Price 127.00 CHF
Date 03/08/26 17:30
Ratio 20.00

Key data

Intrinsic value 0.35
Time value 0.22
Implied volatility 0.28%
Leverage 8.06
Delta 0.71
Gamma 0.03
Vega 0.25
Distance to Strike -6.90
Distance to Strike in % -5.44%

market maker quality Date: 03/08/2026

Average Spread 1.88%
Last Best Bid Price 0.55 CHF
Last Best Ask Price 0.56 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 12,000
Average Buy Volume 99,904
Average Sell Volume 12,000
Average Buy Value 52,543 CHF
Average Sell Value 6,434 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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