Call-Warrant

Termsheet  
Symbol: WCOAEV
Underlyings: ICE Brent Crude Oil Front Month Future
ISIN: CH1538107710
Issuer:
Bank Vontobel
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
22.05.26
21:45:06
- %
1.100 %
CHF
Volume
0
1,000
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.790
Diff. absolute / % -0.16 -17.20%

Determined prices

Last Price 0.790 Volume 2,531
Time 21:42:52 Date 22/05/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1538107710
Valor 153810771
Symbol WCOAEV
Strike 100.00 USD
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 04/03/2026
Date of maturity 04/08/2026
Last trading day 28/07/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name ICE Brent Crude Oil Front Month Future
ISIN XC0009677409
Price 99.91925 USD
Date 22/05/26 22:00
Ratio 10.00

Key data

Intrinsic value 0.26
Time value 0.54
Implied volatility 0.37%
Leverage 7.70
Delta 0.60
Gamma 0.01
Vega 0.17
Distance to Strike -2.58
Distance to Strike in % -2.52%

market maker quality Date: 21/05/2026

Average Spread 1.19%
Last Best Bid Price 0.89 CHF
Last Best Ask Price 0.90 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 500,000
Average Sell Volume 499,997
Average Buy Value 417,815 CHF
Average Sell Value 422,813 CHF
Spreads Availability Ratio 99.51%
Quote Availability 99.51%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.