Call-Warrant

Symbol: WSRCFV
Underlyings: Swiss RE AG
ISIN: CH1400600602
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
03.08.26
22:05:04
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.320
Diff. absolute / % 0.01 +1.61%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1400600602
Valor 140060060
Symbol WSRCFV
Strike 140.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 08/01/2025
Date of maturity 28/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Swiss RE AG
ISIN CH0126881561
Price 135.7000 CHF
Date 03/08/26 17:30
Ratio 20.00

Key data

Implied volatility 0.28%
Leverage 8.01
Delta 0.37
Gamma 0.02
Vega 0.31
Distance to Strike 4.60
Distance to Strike in % 3.40%

market maker quality Date: 31/07/2026

Average Spread 3.34%
Last Best Bid Price 0.31 CHF
Last Best Ask Price 0.32 CHF
Last Best Bid Volume 90,000
Last Best Ask Volume 90,000
Average Buy Volume 90,000
Average Sell Volume 90,000
Average Buy Value 26,524 CHF
Average Sell Value 27,424 CHF
Spreads Availability Ratio 98.92%
Quote Availability 98.92%

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