Call Warrant

Symbol: WFCABT
Underlyings: Freeport-McMoRan Inc.
ISIN: CH1537211075
Issuer:
Leonteq Securities
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
03.06.26
22:15:01
- %
- %
CHF
Volume
0
0
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.592
Diff. absolute / % -0.07 -4.15%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1537211075
Valor 153721107
Symbol WFCABT
Strike 60.00 USD
Type Warrants
Type Bull
Ratio 10.00
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 Freeport-McMoRan Inc.
ISIN US35671D8570
Price 47.81 CHF
Date 20/05/26 15:22
Ratio 10.00

Key data

Intrinsic value 1.02
Time value 0.49
Implied volatility 0.35%
Leverage 3.44
Delta 0.74
Gamma 0.01
Vega 0.20
Distance to Strike -10.25
Distance to Strike in % -14.59%

market maker quality Date: 02/06/2026

Average Spread 0.66%
Last Best Bid Price 1.58 CHF
Last Best Ask Price 1.59 CHF
Last Best Bid Volume 60,000
Last Best Ask Volume 60,000
Average Buy Volume 50,603
Average Sell Volume 35,501
Average Buy Value 70,693 CHF
Average Sell Value 50,704 CHF
Spreads Availability Ratio 99.98%
Quote Availability 99.98%

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