Call-Warrant

Symbol: WAVB7V
Underlyings: AVOLTA AG
ISIN: CH1457849516
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
12.06.26
22:00:04
-
-
CHF
Volume
0
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.500
Diff. absolute / % 0.08 +16.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1457849516
Valor 145784951
Symbol WAVB7V
Strike 48.00 CHF
Type Warrants
Type Bull
Ratio 10.00
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 AVOLTA AG
ISIN CH0023405456
Price 50.4000 CHF
Date 12/06/26 17:31
Ratio 10.00

Key data

Intrinsic value 0.19
Time value 0.36
Implied volatility 0.35%
Leverage 5.45
Delta 0.60
Gamma 0.05
Vega 0.14
Distance to Strike -1.88
Distance to Strike in % -3.77%

market maker quality Date: 11/06/2026

Average Spread 2.26%
Last Best Bid Price 0.46 CHF
Last Best Ask Price 0.47 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 80,000
Average Buy Volume 80,000
Average Sell Volume 80,000
Average Buy Value 35,053 CHF
Average Sell Value 35,853 CHF
Spreads Availability Ratio 99.81%
Quote Availability 99.81%

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