Call Warrant

Termsheet  
Symbol: WPYBNT
Underlyings: PayPal Holdings Inc.
ISIN: CH1527847342
Issuer:
Leonteq Securities
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
10:03:54
0.216
0.224
CHF
Volume
250,000
100,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.268
Diff. absolute / % -0.05 -19.40%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Call Warrant
ISIN CH1527847342
Valor 152784734
Symbol WPYBNT
Strike 60.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 05/02/2026
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 PayPal Holdings Inc.
ISIN US70450Y1038
Price 52.765 EUR
Date 24/08/26 11:37
Ratio 20.00

Key data

Intrinsic value 0.08
Time value 0.13
Implied volatility 0.23%
Leverage 9.20
Delta 0.63
Gamma 0.04
Vega 0.13
Distance to Strike -1.55
Distance to Strike in % -2.52%

market maker quality Date: 21/08/2026

Average Spread 3.13%
Last Best Bid Price 0.22 CHF
Last Best Ask Price 0.23 CHF
Last Best Bid Volume 225,000
Last Best Ask Volume 100,000
Average Buy Volume 203,140
Average Sell Volume 76,683
Average Buy Value 51,073 CHF
Average Sell Value 19,860 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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