Call-Warrant

Termsheet  
Symbol: WSAAGV
Underlyings: SAP SE
ISIN: CH1499954076
Issuer:
Bank Vontobel
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
21.10.26
12:11:55
0.138
0.148
CHF
Volume
700,000
700,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.130
Diff. absolute / % 0.01 +4.62%

Determined prices

Last Price 0.098 Volume 50,000
Time 09:18:18 Date 01/09/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1499954076
Valor 149995407
Symbol WSAAGV
Strike 200.00 EUR
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 08/12/2025
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 SAP SE
ISIN DE0007164600
Price 186.24 CHF
Date 21/10/26 09:06
Ratio 100.00

Key data

Intrinsic value 0.02
Time value 0.11
Implied volatility 0.39%
Leverage 9.15
Delta 0.56
Gamma 0.02
Vega 0.32
Distance to Strike -1.60
Distance to Strike in % -0.79%

market maker quality Date: 20/10/2026

Average Spread 7.99%
Last Best Bid Price 0.13 CHF
Last Best Ask Price 0.14 CHF
Last Best Bid Volume 730,000
Last Best Ask Volume 730,000
Average Buy Volume 723,471
Average Sell Volume 723,471
Average Buy Value 88,640 CHF
Average Sell Value 95,882 CHF
Spreads Availability Ratio 99.99%
Quote Availability 100.00%

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