Call-Warrant

Termsheet  
Symbol: WAVA8V
Underlyings: Broadcom Inc.
ISIN: CH1445474815
Issuer:
Bank Vontobel
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
15.04.26
11:12:21
1.290
1.300
CHF
Volume
30,000
30,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.140
Diff. absolute / % 0.15 +13.16%

Determined prices

Last Price 0.820 Volume 15,000
Time 16:00:36 Date 19/02/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1445474815
Valor 144547481
Symbol WAVA8V
Strike 320.00 USD
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 10/06/2025
Date of maturity 25/06/2026
Last trading day 18/06/2026
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Broadcom Inc.
ISIN US11135F1012
Price 332.15 EUR
Date 15/04/26 11:52
Ratio 50.00

Key data

Intrinsic value 1.22
Time value 0.07
Implied volatility 0.33%
Leverage 5.04
Delta 0.85
Gamma 0.00
Vega 0.37
Distance to Strike -60.76
Distance to Strike in % -15.96%

market maker quality Date: 14/04/2026

Average Spread 0.92%
Last Best Bid Price 1.12 CHF
Last Best Ask Price 1.13 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 65,400
Average Sell Volume 65,400
Average Buy Value 73,470 CHF
Average Sell Value 74,127 CHF
Spreads Availability Ratio 99.31%
Quote Availability 99.31%

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