Call Warrant

Termsheet  
Symbol: WSM2PT
Underlyings: SMG Holding
ISIN: CH1564107626
Issuer:
Leonteq Securities
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
02.10.26
22:15:02
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.438
Diff. absolute / % -0.08 -17.35%

Determined prices

Last Price 0.438 Volume 10,000
Time 16:06:04 Date 30/09/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call Warrant
ISIN CH1564107626
Valor 156410762
Symbol WSM2PT
Strike 27.50 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 04/06/2026
Date of maturity 23/03/2027
Last trading day 19/03/2027
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Underlyings

Name SMG Holding
ISIN CH1484953687
Price 27.50 CHF
Date 02/10/26 17:30
Ratio 10.00

Key data

Intrinsic value 0.04
Time value 0.37
Implied volatility 0.55%
Leverage 3.83
Delta 0.55
Gamma 0.06
Vega 0.07
Distance to Strike -0.35
Distance to Strike in % -1.26%

market maker quality Date: 30/09/2026

Average Spread 2.06%
Last Best Bid Price 0.43 CHF
Last Best Ask Price 0.44 CHF
Last Best Bid Volume 120,000
Last Best Ask Volume 25,000
Average Buy Volume 128,261
Average Sell Volume 25,000
Average Buy Value 52,119 CHF
Average Sell Value 10,381 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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