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Call-Warrant
Symbol:
WAVCAV
ISIN:
CH1457849524
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:39:21 |
|
0.510
|
0.520
|
CHF |
| Volume |
70,000
|
70,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.600 | ||||
| Diff. absolute / % | -0.09 | -15.00% | |||
Determined prices
| Last Price | 0.600 | Volume | 5,000 | |
| Time | 09:20:06 | Date | 23/04/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1457849524 |
| Valor | 145784952 |
| Symbol | WAVCAV |
| Strike | 44.00 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 |
Key data
| Intrinsic value | 0.11 |
| Time value | 0.40 |
| Implied volatility | 0.35% |
| Leverage | 5.03 |
| Delta | 0.57 |
| Gamma | 0.03 |
| Vega | 0.14 |
| Distance to Strike | -3.04 |
| Distance to Strike in % | -6.46% |
market maker quality Date: 23/04/2026
| Average Spread | 1.63% |
| Last Best Bid Price | 0.63 CHF |
| Last Best Ask Price | 0.64 CHF |
| Last Best Bid Volume | 70,000 |
| Last Best Ask Volume | 70,000 |
| Average Buy Volume | 69,987 |
| Average Sell Volume | 69,987 |
| Average Buy Value | 42,658 CHF |
| Average Sell Value | 43,358 CHF |
| Spreads Availability Ratio | 99.95% |
| Quote Availability | 99.95% |
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