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
18.09.26
22:05:04
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.220
Diff. absolute / % 0.05 +22.73%

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 138.75 CHF
Date 18/09/26 17:31
Ratio 20.00

Key data

Implied volatility 0.25%
Leverage 11.11
Delta 0.45
Gamma 0.03
Vega 0.27
Distance to Strike 0.95
Distance to Strike in % 0.68%

market maker quality Date: 17/09/2026

Average Spread 3.15%
Last Best Bid Price 0.30 CHF
Last Best Ask Price 0.31 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 80,000
Average Buy Volume 80,183
Average Sell Volume 80,183
Average Buy Value 25,088 CHF
Average Sell Value 25,890 CHF
Spreads Availability Ratio 99.55%
Quote Availability 99.55%

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