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Put Warrant
Symbol:
WCSA0T
ISIN:
CH1564093164
Issuer:
Leonteq Securities
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
10:09:37 |
|
0.686
|
0.692
|
CHF |
| Volume |
225,000
|
225,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.702 | ||||
| Diff. absolute / % | -0.02 | -2.28% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put Warrant |
| ISIN | CH1564093164 |
| Valor | 156409316 |
| Symbol | WCSA0T |
| Strike | 125.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2026 |
| 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
| Intrinsic value | 0.46 |
| Time value | 0.24 |
| Implied volatility | 0.34% |
| Leverage | 5.01 |
| Delta | -0.60 |
| Gamma | 0.02 |
| Vega | 0.27 |
| Distance to Strike | -9.17 |
| Distance to Strike in % | -7.92% |
market maker quality Date: 03/08/2026
| Average Spread | 0.89% |
| Last Best Bid Price | 0.71 CHF |
| Last Best Ask Price | 0.71 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 273,725 |
| Average Sell Volume | 273,725 |
| Average Buy Value | 189,166 CHF |
| Average Sell Value | 190,829 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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