Call Warrant

Symbol: WSRA6T
Underlyings: Swiss RE AG
ISIN: CH1479371655
Issuer:
Leonteq Securities
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.08.26
09:47:42
0.162
0.170
CHF
Volume
325,000
100,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.160
Diff. absolute / % 0.01 +3.75%

Determined prices

Last Price 0.208 Volume 28,000
Time 17:12:00 Date 17/07/2026

More Product Information

Core Data

Name Call Warrant
ISIN CH1479371655
Valor 147937165
Symbol WSRA6T
Strike 130.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 04/09/2025
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 Swiss RE AG
ISIN CH0126881561
Price 135.3500 CHF
Date 04/08/26 09:51
Ratio 50.00

Key data

Intrinsic value 0.11
Time value 0.05
Implied volatility 0.31%
Leverage 12.12
Delta 0.73
Gamma 0.04
Vega 0.15
Distance to Strike -5.70
Distance to Strike in % -4.20%

market maker quality Date: 03/08/2026

Average Spread 4.93%
Last Best Bid Price 0.16 CHF
Last Best Ask Price 0.17 CHF
Last Best Bid Volume 325,000
Last Best Ask Volume 100,000
Average Buy Volume 336,833
Average Sell Volume 100,000
Average Buy Value 53,360 CHF
Average Sell Value 16,669 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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