Call-Warrant

Symbol: WSLAFV
Underlyings: Swiss Life Hldg. N
ISIN: CH1412405750
Issuer:
Bank Vontobel
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
15.04.26
22:05:05
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.060
Diff. absolute / % -0.05 -4.72%

Determined prices

Last Price 0.570 Volume 2,016
Time 12:13:25 Date 02/02/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1412405750
Valor 141240575
Symbol WSLAFV
Strike 880.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 29/01/2025
Date of maturity 26/06/2026
Last trading day 19/06/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Swiss Life Hldg. N
ISIN CH0014852781
Price 926.4000 CHF
Date 15/04/26 17:31
Ratio 50.00

Key data

Intrinsic value 0.91
Time value 0.13
Implied volatility 0.18%
Leverage 13.93
Delta 0.78
Gamma 0.01
Vega 1.09
Distance to Strike -45.60
Distance to Strike in % -4.93%

market maker quality Date: 14/04/2026

Average Spread 2.04%
Last Best Bid Price 1.05 CHF
Last Best Ask Price 1.07 CHF
Last Best Bid Volume 30,000
Last Best Ask Volume 30,000
Average Buy Volume 30,000
Average Sell Volume 30,000
Average Buy Value 29,074 CHF
Average Sell Value 29,674 CHF
Spreads Availability Ratio 99.91%
Quote Availability 99.91%

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