Call Warrant

Symbol: WCVAHT
Underlyings: Chevron
ISIN: CH1511785797
Issuer:
Leonteq Securities
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
13:30:36
1.180
1.192
CHF
Volume
60,000
60,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.234
Diff. absolute / % -0.05 -4.38%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1511785797
Valor 151178579
Symbol WCVAHT
Strike 180.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 09/01/2026
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

Underlyings

Name Chevron
ISIN US1667641005
Price 164.9800 CHF
Date 21/08/26 10:22
Ratio 20.00

Key data

Leverage 7.47
Delta 0.86
Gamma 0.01
Vega 0.26
Distance to Strike -25.27
Distance to Strike in % -12.31%

market maker quality Date: 21/08/2026

Average Spread 1.09%
Last Best Bid Price 1.22 CHF
Last Best Ask Price 1.23 CHF
Last Best Bid Volume 60,000
Last Best Ask Volume 60,000
Average Buy Volume 58,566
Average Sell Volume 56,177
Average Buy Value 71,284 CHF
Average Sell Value 69,144 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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