Put Warrant

Symbol: WEFALT
Underlyings: EFG International AG
ISIN: CH1527857937
Issuer:
Leonteq Securities
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.06.26
09:26:45
0.148
0.158
CHF
Volume
350,000
40,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.152
Diff. absolute / % 0.00 +2.63%

Determined prices

Last Price 0.158 Volume 15,000
Time 14:30:44 Date 17/06/2026

More Product Information

Core Data

Name Put Warrant
ISIN CH1527857937
Valor 152785793
Symbol WEFALT
Strike 17.50 CHF
Type Warrants
Type Bear
Ratio 10.00
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

Underlyings

Name EFG International AG
ISIN CH0022268228
Price 16.48 CHF
Date 24/06/26 11:04
Ratio 10.00

Key data

Intrinsic value 0.10
Time value 0.06
Implied volatility 0.32%
Leverage 7.77
Delta -0.75
Gamma 0.21
Vega 0.02
Distance to Strike -1.00
Distance to Strike in % -6.06%

market maker quality Date: 23/06/2026

Average Spread 6.78%
Last Best Bid Price 0.14 CHF
Last Best Ask Price 0.15 CHF
Last Best Bid Volume 375,000
Last Best Ask Volume 50,000
Average Buy Volume 375,902
Average Sell Volume 49,881
Average Buy Value 53,497 CHF
Average Sell Value 7,613 CHF
Spreads Availability Ratio 99.98%
Quote Availability 99.98%

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