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Call Warrant
Symbol:
WAUABT
ISIN:
CH1527858620
Issuer:
Leonteq Securities
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
15:59:49 |
|
0.098
|
0.108
|
CHF |
| Volume |
550,000
|
14,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.158 | ||||
| Diff. absolute / % | -0.06 | -37.97% | |||
Determined prices
| Last Price | 0.042 | Volume | 100,000 | |
| Time | 14:53:37 | Date | 22/07/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1527858620 |
| Valor | 152785862 |
| Symbol | WAUABT |
| Strike | 120.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 09/02/2026 |
| Date of maturity | 22/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Leonteq Securities |
Key data
| Intrinsic value | 0.06 |
| Time value | 0.05 |
| Implied volatility | 0.36% |
| Leverage | 12.62 |
| Delta | 0.59 |
| Gamma | 0.02 |
| Vega | 0.12 |
| Distance to Strike | -2.60 |
| Distance to Strike in % | -2.12% |
market maker quality Date: 21/08/2026
| Average Spread | 7.23% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 425,000 |
| Last Best Ask Volume | 11,000 |
| Average Buy Volume | 401,427 |
| Average Sell Volume | 11,000 |
| Average Buy Value | 53,500 CHF |
| Average Sell Value | 1,581 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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