Password protect WhatsApp iOS app
Go to Settings→Screen Time→App Limits→Add Limit→Social Networking. 

Add a one minute limit, then all consecutive launches will require passcode entry in order to permit access to the app. 

Alternatively, in February of 2019, WhatsApp updated their iOS application to support exactly this feature. To enable, go to WhatsApp Settings→Privacy→Screen Lock. This supports Touch ID and Face ID.