Call-Warrant

Termsheet  
Symbol: WPYBLV
Underlyings: PayPal Holdings Inc.
ISIN: CH1363290862
Issuer:
Bank Vontobel
Trade
This product has been knocked out

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Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
18.12.25
21:35:30
-
0.046
CHF
Volume
0
590,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.028
Diff. absolute / % -0.01 -22.22%

Determined prices

Last Price 0.098 Volume 20,000
Time 16:07:00 Date 03/12/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1363290862
Valor 136329086
Symbol WPYBLV
Strike 60.00 USD
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 08/07/2024
Date of maturity 30/12/2025
Last trading day 19/12/2025
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name PayPal Holdings Inc.
ISIN US70450Y1038
Price 50.70 EUR
Date 18/12/25 23:00
Ratio 40.00

Key data

Implied volatility 0.63%
Leverage 77.52
Delta 0.31
Gamma 0.50
Vega 0.01
Distance to Strike 0.36
Distance to Strike in % 0.60%

market maker quality Date: 17/12/2025

Average Spread 25.10%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.04 CHF
Last Best Bid Volume 430,000
Last Best Ask Volume 430,000
Average Buy Volume 103,562
Average Sell Volume 103,562
Average Buy Value 3,477 CHF
Average Sell Value 4,512 CHF
Spreads Availability Ratio 10.67%
Quote Availability 110.40%

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