Call Warrant

Termsheet  
Symbol: WCVA2T
Underlyings: Chevron
ISIN: CH1537208808
Issuer:
Leonteq Securities
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.10.26
22:15:03
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.362
Diff. absolute / % 0.10 +28.73%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Call Warrant
ISIN CH1537208808
Valor 153720880
Symbol WCVA2T
Strike 250.00 USD
Type Warrants
Type Bull
Ratio 20.00
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 Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Underlyings

Name Chevron
ISIN US1667641005
Price 171.9400 CHF
Date 02/09/26 17:31
Ratio 20.00

Key data

Implied volatility 0.25%
Leverage 9.02
Delta 0.33
Gamma 0.01
Vega 0.53
Distance to Strike 18.82
Distance to Strike in % 8.14%

market maker quality Date: 22/10/2026

Average Spread 1.73%
Last Best Bid Price 0.32 CHF
Last Best Ask Price 0.32 CHF
Last Best Bid Volume 400,000
Last Best Ask Volume 400,000
Average Buy Volume 202,632
Average Sell Volume 191,263
Average Buy Value 72,711 CHF
Average Sell Value 69,456 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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