Put Warrant

Symbol: WAMMZT
Underlyings: AMS-OSRAM AG
ISIN: CH1537212602
Issuer:
Leonteq Securities
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.10.26
09:13:52
0.036
0.046
CHF
Volume
500,000
275,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.041
Diff. absolute / % -0.01 -12.20%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put Warrant
ISIN CH1537212602
Valor 153721260
Symbol WAMMZT
Strike 7.00 CHF
Type Warrants
Type Bear
Ratio 5.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 24/03/2026
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 AMS-OSRAM AG
ISIN AT0000A3EPA4
Price 17.98 CHF
Date 23/10/26 10:47
Ratio 5.00

Key data

Implied volatility 1.03%
Leverage 2.02
Delta -0.02
Gamma 0.01
Vega 0.01
Distance to Strike 10.71
Distance to Strike in % 60.47%

market maker quality Date: 22/10/2026

Average Spread 24.98%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 250,000
Average Buy Volume 500,000
Average Sell Volume 249,626
Average Buy Value 17,519 CHF
Average Sell Value 11,243 CHF
Spreads Availability Ratio 99.62%
Quote Availability 99.62%

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