Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1511796182/en
Response:
{
    "meta": {
        "id": 36331672,
        "categoryId": 20,
        "subCategoryId": 2100,
        "ibtTypeCode": 100002,
        "hasMultipleUnderlyings": false,
        "numUnderlyings": 1,
        "issuerRef": "LEON",
        "hasExtendedTradingHours": true,
        "denomination": "1.00000",
        "productNameFull": "Put Warrant on Avolta",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1511796182",
        "wkn": null,
        "valor": "151179618",
        "symbol": "WAVBET",
        "name": "Put Warrant on Avolta",
        "descriptionTemplate": "template-2100-s",
        "termsheetUrlDe": "\/termsheets\/CH1511796182_de_20260114_005204.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1511796182_en_20260114_005959.pdf"
    },
    "highlights": {
        "strikeLevel": "40",
        "leverage": "7.024",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Leverage",
        "subCategoryName": "Warrant",
        "issuerName": "Leonteq",
        "issuerRatings": "– \/ – \/ BBB-",
        "tradingCurrencyCode": "CHF",
        "underlying": "Avolta",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "10",
        "isCollateralised": "No",
        "issuePrice": "0.09",
        "firstTradingDate": "13.01.2026",
        "lastTradingDate": "19.06.2026",
        "redemptionDate": "23.06.2026",
        "paymentType": "cash",
        "mgmtFeePa": null,
        "isCallable": "No",
        "isAutoCallable": "No",
        "direction": "Short",
        "strikeLevel": "40"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "0.180",
        "bidSize": "300'000",
        "ask": "0.180",
        "askSize": "80'000",
        "last": "0.170",
        "change": null,
        "performanceWeek": "61.54%",
        "performanceYtd": null,
        "lastDateTime": "28.04.2026 09:19:49"
    },
    "chart": [
        {
            "ttsId": "tts-3593968",
            "name": "Avolta"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "51",
        "distToStrikeRate": "7.7%"
    },
    "underlyings": [
        {
            "isin": "CH0023405456",
            "valor": "2340545",
            "name": "Avolta",
            "symbol": "AVOL",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "40.00",
            "bid": "43.08",
            "bidSize": "337",
            "ask": "43.12",
            "askSize": "52",
            "last": "43.10",
            "change": null,
            "distToStrikeRate": "7.7%",
            "lastDateTime": "29.04.2026 12:16:50"
        }
    ],
    "similars": [
        {
            "name": "Call Warrant auf Avolta",
            "isin": "CH1551972180",
            "symbol": "WAVC9T",
            "categoryName": "Hebelprodukte",
            "issuerName": "Leonteq",
            "isAd": true
        },
        {
            "name": "Call Warrant auf Avolta",
            "isin": "CH1551979532",
            "symbol": "WAVDGT",
            "categoryName": "Hebelprodukte",
            "issuerName": "Leonteq",
            "isAd": true
        },
        {
            "name": "Call Warrant auf Avolta",
            "isin": "CH1511796026",
            "symbol": "WAVAYT",
            "categoryName": "Hebelprodukte",
            "issuerName": "Leonteq",
            "isAd": true
        }
    ],
    "events": [
    ],
    "greeks": {
        "delta": "-0.29",
        "gamma": "0.054",
        "moneyness": "OTM",
        "gearing": "24.48",
        "leverage": "7.024"
    }
}

WAVBET

Put Warrant on Avolta

Valor: 151179618
ISIN: CH1511796182
Termsheet: PDF (De) PDF (En)
Issuer: Leonteq
Extended Trading Hours
Last update: 12:49:26
Bid
0.180
Bid Size: 300'000
Ask
0.180
Ask Size: 80'000
Strike
40
Leverage
7.024
Trading Currency
CHF

Terms

  • CategoryLeverage
  • TypeWarrant
  • IssuerLeonteq
  • Ratings (Moody's/S&P/Fitch)– / – / BBB-
  • Trading CurrencyCHF
  • UnderlyingAvolta
  • Trading VenueSIX Structured Products
  • Ratio10
  • CollateralisedNo
  • Issue Price0.09
  • Frist Trading13.01.2026
  • Last Trading19.06.2026
  • Redemption Date23.06.2026
  • Payout Typecash
  • CallableNo
  • AutocallableNo
  • Market ExpectationShort
  • Strike40

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid0.180
  • Bid Size300'000
  • Ask0.180
  • Ask Size80'000
  • Last0.170
  • Performance (1 Week)61.54%
  • Quotes vom28.04.2026 09:19:49

Key Figures

  • Days to Maturity51
  • Distance to Strike7.7%

Greeks

  • Delta-0.29
  • Gamma0.054
  • MoneynessOTM
  • Gearing24.48
  • Leverage7.024

Chart

Underlying: Avolta

  • Avolta
  • ISINCH0023405456
  • Valor2340545
  • UnderlyingAvolta
  • SymbolAVOL
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level40.00
  • Bid43.08
  • Bid Size337
  • Ask43.12
  • Ask Size52
  • Last43.10
  • Distance to Strike7.7%
  • Quotes from29.04.2026 12:16:50

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