Of course it’s no whale. It’s a demonstration of what technology can do now. At this point, it’s years old; they’re probably much better at this stuff now.
I used to know a doctor who had been in the Navy in the 1960s, and we had a talk about UFOs many years ago. He said that when he was at sea, he had seen some things done with lasers that even back then were amazing to him.
It is a video of a whale, but the video of the whale was not at the gym. The studio that put together this advertisement spliced two different videos together to give the illusion of a capability of showing a whale splashing down in a gym.
If you had been there that day, you would have seen what the kids saw, nothing. :)