Call Warrant

Termsheet  
Symbol: WAUACT
Underlyings: Autoneum Hldg. AG
ISIN: CH1527858638
Issuer:
Leonteq Securities
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.10.26
22:15:03
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.132
Diff. absolute / % -0.04 -31.82%

Determined prices

Last Price 0.212 Volume 10,000
Time 10:19:17 Date 07/10/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call Warrant
ISIN CH1527858638
Valor 152785863
Symbol WAUACT
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 09/02/2026
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 Autoneum Hldg. AG
ISIN CH0127480363
Price 118.8000 CHF
Date 23/10/26 17:30
Ratio 50.00

Key data

Implied volatility 0.32%
Leverage 11.11
Delta 0.44
Gamma 0.04
Vega 0.18
Distance to Strike 1.60
Distance to Strike in % 1.35%

market maker quality Date: 22/10/2026

Average Spread 6.53%
Last Best Bid Price 0.12 CHF
Last Best Ask Price 0.13 CHF
Last Best Bid Volume 450,000
Last Best Ask Volume 25,000
Average Buy Volume 388,183
Average Sell Volume 20,109
Average Buy Value 53,384 CHF
Average Sell Value 2,958 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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