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Call-Warrant
Symbol:
WBAF1V
ISIN:
CH1437005841
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
17:36:01 |
|
0.100
|
0.110
|
CHF |
| Volume |
40,000
|
40,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.114 | ||||
| Diff. absolute / % | -0.01 | -12.28% | |||
Determined prices
| Last Price | 0.112 | Volume | 20,000 | |
| Time | 09:15:00 | Date | 04/11/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1437005841 |
| Valor | 143700584 |
| Symbol | WBAF1V |
| Strike | 48.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/04/2025 |
| Date of maturity | 27/03/2026 |
| Last trading day | 20/03/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Implied volatility | 0.31% |
| Leverage | 8.84 |
| Delta | 0.20 |
| Gamma | 0.06 |
| Vega | 0.06 |
| Distance to Strike | 4.16 |
| Distance to Strike in % | 9.49% |
market maker quality Date: 17/12/2025
| Average Spread | 9.02% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 240,000 |
| Last Best Ask Volume | 240,000 |
| Average Buy Volume | 95,483 |
| Average Sell Volume | 95,483 |
| Average Buy Value | 12,566 CHF |
| Average Sell Value | 13,547 CHF |
| Spreads Availability Ratio | 10.04% |
| Quote Availability | 109.44% |
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