Call-Warrant

Symbol: WSTABV
Underlyings: Straumann Hldg. AG
ISIN: CH1457848211
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.06.26
13:27:45
0.204
0.216
CHF
Volume
120,000
120,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.210
Diff. absolute / % -0.01 -2.86%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1457848211
Valor 145784821
Symbol WSTABV
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 20.00
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 Straumann Hldg. AG
ISIN CH1175448666
Price 102.90 CHF
Date 24/06/26 13:27
Ratio 20.00

Key data

Implied volatility 0.35%
Leverage 9.27
Delta 0.36
Gamma 0.01
Vega 0.27
Distance to Strike 16.75
Distance to Strike in % 16.22%

market maker quality Date: 23/06/2026

Average Spread 12.50%
Last Best Bid Price 0.18 CHF
Last Best Ask Price 0.21 CHF
Last Best Bid Volume 120,000
Last Best Ask Volume 120,000
Average Buy Volume 119,962
Average Sell Volume 119,962
Average Buy Value 23,498 CHF
Average Sell Value 26,628 CHF
Spreads Availability Ratio 98.06%
Quote Availability 98.06%

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