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Call Warrant
Symbol:
WCSAVT
ISIN:
CH1564081938
Issuer:
Leonteq Securities
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
07:45:54 |
|
0.340
|
0.358
|
CHF |
| Volume |
35,000
|
35,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.356 | ||||
| Diff. absolute / % | 0.03 | +7.88% | |||
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 | CH1564081938 |
| Valor | 156408193 |
| Symbol | WCSAVT |
| 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 | 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 |
Key data
| Implied volatility | 0.38% |
| Leverage | 5.04 |
| Delta | 0.30 |
| Gamma | 0.01 |
| Vega | 0.31 |
| Distance to Strike | 24.52 |
| Distance to Strike in % | 21.23% |
market maker quality Date: 31/07/2026
| Average Spread | 1.78% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 275,864 |
| Average Sell Volume | 275,786 |
| Average Buy Value | 93,300 CHF |
| Average Sell Value | 94,900 CHF |
| Spreads Availability Ratio | 99.84% |
| Quote Availability | 99.84% |
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