Call Warrant

Symbol: WAEABT
Underlyings: Montana Aerosp N
ISIN: CH1551958734
Issuer:
Leonteq Securities
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.04.26
17:47:42
0.704
0.764
CHF
Volume
2,000
2,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.772
Diff. absolute / % -0.07 -8.81%

Determined prices

Last Price 0.750 Volume 11,000
Time 09:49:33 Date 24/04/2026

More Product Information

Core Data

Name Call Warrant
ISIN CH1551958734
Valor 155195873
Symbol WAEABT
Strike 22.50 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 17/04/2026
Date of maturity 22/09/2026
Last trading day 18/09/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Underlyings

Name Montana Aerosp N
ISIN CH1110425654
Price 22.05 CHF
Date 24/04/26 17:19
Ratio 5.00

Key data

Implied volatility 0.69%
Leverage 3.67
Delta 0.59
Gamma 0.03
Vega 0.05
Distance to Strike 0.60
Distance to Strike in % 2.74%

market maker quality Date: 23/04/2026

Average Spread 2.07%
Last Best Bid Price 0.79 CHF
Last Best Ask Price 0.80 CHF
Last Best Bid Volume 65,000
Last Best Ask Volume 15,000
Average Buy Volume 73,001
Average Sell Volume 15,000
Average Buy Value 53,048 CHF
Average Sell Value 11,146 CHF
Spreads Availability Ratio 99.71%
Quote Availability 99.71%

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