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Call Warrant
Symbol:
WCSAUT
ISIN:
CH1564075575
Issuer:
Leonteq Securities
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
07:45:54 |
|
0.206
|
0.224
|
CHF |
| Volume |
45,000
|
45,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.220 | ||||
| Diff. absolute / % | 0.02 | +7.84% | |||
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 | CH1564075575 |
| Valor | 156407557 |
| Symbol | WCSAUT |
| Strike | 140.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/05/2026 |
| Date of maturity | 22/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
Key data
| Implied volatility | 0.40% |
| Leverage | 5.89 |
| Delta | 0.21 |
| Gamma | 0.01 |
| Vega | 0.20 |
| Distance to Strike | 24.52 |
| Distance to Strike in % | 21.23% |
market maker quality Date: 31/07/2026
| Average Spread | 2.94% |
| Last Best Bid Price | 0.20 CHF |
| Last Best Ask Price | 0.20 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 289,001 |
| Average Sell Volume | 288,975 |
| Average Buy Value | 59,387 CHF |
| Average Sell Value | 61,129 CHF |
| Spreads Availability Ratio | 99.86% |
| Quote Availability | 99.86% |
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