Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1511796174/en
Response:
{
    "meta": {
        "id": 29304103,
        "categoryId": 20,
        "subCategoryId": 2100,
        "ibtTypeCode": 100001,
        "hasMultipleUnderlyings": false,
        "numUnderlyings": 1,
        "issuerRef": "LEON",
        "hasExtendedTradingHours": true,
        "denomination": "1.00000",
        "productNameFull": "Call Warrant on Avolta",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1511796174",
        "wkn": null,
        "valor": "151179617",
        "symbol": "WAVBDT",
        "name": "Call Warrant on Avolta",
        "descriptionTemplate": "template-2100",
        "termsheetUrlDe": "\/termsheets\/CH1511796174_de_20260114_005225.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1511796174_en_20260114_010009.pdf"
    },
    "highlights": {
        "strikeLevel": "60",
        "leverage": "1.16",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Leverage",
        "subCategoryName": "Warrant",
        "issuerName": "Leonteq",
        "issuerRatings": "– \/ – \/ BBB-",
        "tradingCurrencyCode": "CHF",
        "underlying": "Avolta",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "10",
        "isCollateralised": "No",
        "issuePrice": "0.11",
        "firstTradingDate": "13.01.2026",
        "lastTradingDate": "18.12.2026",
        "redemptionDate": "22.12.2026",
        "paymentType": "cash",
        "mgmtFeePa": null,
        "isCallable": "No",
        "isAutoCallable": "No",
        "direction": "Long",
        "strikeLevel": "60"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "0.050",
        "bidSize": "500'000",
        "ask": "0.060",
        "askSize": "275'000",
        "last": "0.070",
        "change": null,
        "performanceWeek": "-52.17%",
        "performanceYtd": null,
        "lastDateTime": "28.04.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-3593968",
            "name": "Avolta"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "233",
        "distToStrikeRate": "-29.27%"
    },
    "underlyings": [
        {
            "isin": "CH0023405456",
            "valor": "2340545",
            "name": "Avolta",
            "symbol": "AVOL",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "60.00",
            "bid": "42.44",
            "bidSize": "649",
            "ask": "42.48",
            "askSize": "16",
            "last": "42.48",
            "change": null,
            "distToStrikeRate": "-29.27%",
            "lastDateTime": "29.04.2026 14:51:21"
        }
    ],
    "similars": [
        {
            "name": "Call Warrant auf Avolta",
            "isin": "CH1551979490",
            "symbol": "WAVDCT",
            "categoryName": "Hebelprodukte",
            "issuerName": "Leonteq",
            "isAd": true
        },
        {
            "name": "Call Warrant auf Avolta",
            "isin": "CH1479354222",
            "symbol": "LWAVBP",
            "categoryName": "Hebelprodukte",
            "issuerName": "Leonteq",
            "isAd": true
        },
        {
            "name": "Call Warrant auf Avolta",
            "isin": "CH1511796026",
            "symbol": "WAVAYT",
            "categoryName": "Hebelprodukte",
            "issuerName": "Leonteq",
            "isAd": true
        }
    ],
    "events": [
    ],
    "greeks": {
        "delta": "0.014",
        "gamma": "0.0027",
        "moneyness": "OTM",
        "gearing": "81.62",
        "leverage": "1.16"
    }
}

WAVBDT

Call Warrant on Avolta

Valor: 151179617
ISIN: CH1511796174
Termsheet: PDF (De) PDF (En)
Issuer: Leonteq
Extended Trading Hours
Last update: 15:20:08
Bid
0.050
Bid Size: 500'000
Ask
0.060
Ask Size: 275'000
Strike
60
Leverage
1.16
Trading Currency
CHF

Terms

  • CategoryLeverage
  • TypeWarrant
  • IssuerLeonteq
  • Ratings (Moody's/S&P/Fitch)– / – / BBB-
  • Trading CurrencyCHF
  • UnderlyingAvolta
  • Trading VenueSIX Structured Products
  • Ratio10
  • CollateralisedNo
  • Issue Price0.11
  • Frist Trading13.01.2026
  • Last Trading18.12.2026
  • Redemption Date22.12.2026
  • Payout Typecash
  • CallableNo
  • AutocallableNo
  • Market ExpectationLong
  • Strike60

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid0.050
  • Bid Size500'000
  • Ask0.060
  • Ask Size275'000
  • Last0.070
  • Performance (1 Week)-52.17%
  • Quotes vom28.04.2026 22:10:00

Key Figures

  • Days to Maturity233
  • Distance to Strike-29.27%

Greeks

  • Delta0.014
  • Gamma0.0027
  • MoneynessOTM
  • Gearing81.62
  • Leverage1.16

Chart

Underlying: Avolta

  • Avolta
  • ISINCH0023405456
  • Valor2340545
  • UnderlyingAvolta
  • SymbolAVOL
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level60.00
  • Bid42.44
  • Bid Size649
  • Ask42.48
  • Ask Size16
  • Last42.48
  • Distance to Strike-29.27%
  • Quotes from29.04.2026 14:51:21

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