Call-Warrant

Symbol: WSRCTV
Underlyings: Swiss RE AG
ISIN: CH1400600677
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
11:20:57
0.070
0.080
CHF
Volume
90,000
90,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.082
Diff. absolute / % -0.01 -12.20%

Determined prices

Last Price 0.032 Volume 50,000
Time 09:33:48 Date 01/07/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1400600677
Valor 140060067
Symbol WSRCTV
Strike 160.00 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 139.6000 CHF
Date 24/08/26 11:23
Ratio 20.00

Key data

Implied volatility 0.25%
Leverage 1.03
Delta 0.01
Gamma 0.00
Vega 0.02
Distance to Strike 20.50
Distance to Strike in % 14.70%

market maker quality Date: 21/08/2026

Average Spread 12.69%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 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 6,648 CHF
Average Sell Value 7,548 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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