Call-Warrant

Termsheet  
Symbol: WCOAFV
Underlyings: ICE Brent Crude Oil Front Month Future
ISIN: CH1538107728
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
23.07.26
05:55:01
0.030
-
CHF
Volume
10,000
0
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.590
Diff. absolute / % -0.56 -94.92%

Determined prices

Last Price 0.355 Volume 10,000
Time 17:00:17 Date 17/07/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1538107728
Valor 153810772
Symbol WCOAFV
Strike 85.00 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 93.8178 USD
Date 22/07/26 22:00
Ratio 10.00

Key data

Intrinsic value 0.60
Time value 0.18
Implied volatility 0.93%
Leverage 10.27
Delta 0.88
Gamma 0.04
Vega 0.02
Distance to Strike -6.01
Distance to Strike in % -6.60%

market maker quality Date: 21/07/2026

Average Spread 1.96%
Last Best Bid Price 0.58 CHF
Last Best Ask Price 0.59 CHF
Last Best Bid Volume 360,000
Last Best Ask Volume 360,000
Average Buy Volume 360,000
Average Sell Volume 360,000
Average Buy Value 184,528 CHF
Average Sell Value 188,128 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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