Call-Warrant

Symbol: WCLAWV
Underlyings: Clariant AG
ISIN: CH1457848633
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
22.10.26
21:50:01
-
0.360
CHF
Volume
0
5,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.248
Diff. absolute / % -0.02 -8.87%

Determined prices

Last Price 0.380 Volume 5,000
Time 17:53:52 Date 28/09/2026

More Product Information

Core Data

Name Call-Warrant
ISIN CH1457848633
Valor 145784863
Symbol WCLAWV
Strike 10.00 CHF
Type Warrants
Type Bull
Ratio 3.00
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 Clariant AG
ISIN CH0012142631
Price 10.25 CHF
Date 22/10/26 17:30
Ratio 3.0003

Key data

Intrinsic value 0.09
Time value 0.15
Implied volatility 0.40%
Leverage 8.95
Delta 0.62
Gamma 0.48
Vega 0.02
Distance to Strike -0.26
Distance to Strike in % -2.53%

market maker quality Date: 21/10/2026

Average Spread 3.87%
Last Best Bid Price 0.23 CHF
Last Best Ask Price 0.24 CHF
Last Best Bid Volume 220,000
Last Best Ask Volume 220,000
Average Buy Volume 220,000
Average Sell Volume 220,000
Average Buy Value 55,804 CHF
Average Sell Value 58,004 CHF
Spreads Availability Ratio 99.97%
Quote Availability 99.97%

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