Call-Warrant

Symbol: WSCABV
Underlyings: Swisscom N
ISIN: CH1457847742
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.04.26
22:05:05
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.090
Diff. absolute / % 0.07 +6.42%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1457847742
Valor 145784774
Symbol WSCABV
Strike 640.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 02/07/2025
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 Swisscom N
ISIN CH0008742519
Price 662.00 CHF
Date 23/04/26 17:19
Ratio 50.00

Key data

Intrinsic value 0.42
Time value 0.72
Implied volatility 0.26%
Leverage 6.57
Delta 0.57
Gamma 0.00
Vega 2.01
Distance to Strike -21.00
Distance to Strike in % -3.18%

market maker quality Date: 22/04/2026

Average Spread 1.78%
Last Best Bid Price 1.08 CHF
Last Best Ask Price 1.10 CHF
Last Best Bid Volume 70,000
Last Best Ask Volume 70,000
Average Buy Volume 70,000
Average Sell Volume 70,000
Average Buy Value 78,056 CHF
Average Sell Value 79,456 CHF
Spreads Availability Ratio 99.97%
Quote Availability 99.97%

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