Call Warrant

Symbol: WCVA1T
Underlyings: Chevron
ISIN: CH1537208790
Issuer:
Leonteq Securities
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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 0.742
Diff. absolute / % 0.17 +22.91%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1537208790
Valor 153720879
Symbol WCVA1T
Strike 225.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 24/03/2026
Date of maturity 23/03/2027
Last trading day 19/03/2027
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 171.9400 CHF
Date 02/09/26 17:31
Ratio 20.00

Key data

Intrinsic value 0.31
Time value 0.55
Implied volatility 0.21%
Leverage 8.87
Delta 0.66
Gamma 0.01
Vega 0.54
Distance to Strike -6.18
Distance to Strike in % -2.67%

market maker quality Date: 22/10/2026

Average Spread 1.22%
Last Best Bid Price 0.69 CHF
Last Best Ask Price 0.69 CHF
Last Best Bid Volume 225,000
Last Best Ask Volume 225,000
Average Buy Volume 112,136
Average Sell Volume 108,297
Average Buy Value 84,356 CHF
Average Sell Value 82,226 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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