Login
Put-Warrant
Symbol:
WMSABV
ISIN:
CH1521222112
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
09:44:29 |
|
0.405
|
0.415
|
CHF |
| Volume |
130,000
|
130,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.450 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1521222112 |
| Valor | 152122211 |
| Symbol | WMSABV |
| Strike | 160.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 12/01/2026 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.39 |
| Time value | 0.02 |
| Implied volatility | 0.56% |
| Leverage | 2.00 |
| Delta | -0.68 |
| Gamma | 0.01 |
| Vega | 0.25 |
| Distance to Strike | -39.31 |
| Distance to Strike in % | -32.57% |
market maker quality Date: 20/08/2026
| Average Spread | 2.33% |
| Last Best Bid Price | 0.44 CHF |
| Last Best Ask Price | 0.45 CHF |
| Last Best Bid Volume | 590,000 |
| Last Best Ask Volume | 590,000 |
| Average Buy Volume | 238,701 |
| Average Sell Volume | 223,964 |
| Average Buy Value | 104,840 CHF |
| Average Sell Value | 100,825 CHF |
| Spreads Availability Ratio | 90.34% |
| Quote Availability | 90.34% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)