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Call Warrant
Symbol:
WAEA0T
ISIN:
CH1551980647
Issuer:
Leonteq Securities
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
13:33:50 |
|
1.144
|
1.166
|
CHF |
| Volume |
45,000
|
6,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 1.254 | ||||
| Diff. absolute / % | -0.11 | -8.77% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1551980647 |
| Valor | 155198064 |
| Symbol | WAEA0T |
| Strike | 20.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/04/2026 |
| 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 |
Key data
| Intrinsic value | 0.93 |
| Time value | 0.21 |
| Implied volatility | 0.59% |
| Leverage | 3.59 |
| Delta | 0.83 |
| Gamma | 0.04 |
| Vega | 0.03 |
| Distance to Strike | -4.65 |
| Distance to Strike in % | -18.86% |
market maker quality Date: 21/08/2026
| Average Spread | 1.78% |
| Last Best Bid Price | 1.19 CHF |
| Last Best Ask Price | 1.21 CHF |
| Last Best Bid Volume | 45,000 |
| Last Best Ask Volume | 6,000 |
| Average Buy Volume | 45,000 |
| Average Sell Volume | 6,000 |
| Average Buy Value | 52,750 CHF |
| Average Sell Value | 7,159 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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