Call-Warrant

Termsheet  
Symbol: WNEBWV
Underlyings: NextEra Energy Inc.
ISIN: CH1540159519
Issuer:
Bank Vontobel
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.04.26
13:43:21
0.385 %
0.410 %
CHF
Volume
10,000
10,000
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.370
Diff. absolute / % 0.03 +6.76%

Determined prices

Last Price 0.360 Volume 2,800
Time 10:44:22 Date 13/03/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1540159519
Valor 154015951
Symbol WNEBWV
Strike 95.00 USD
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 09/03/2026
Date of maturity 25/06/2026
Last trading day 18/06/2026
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name NextEra Energy Inc.
ISIN US65339F1012
Price 82.365 EUR
Date 24/04/26 14:01
Ratio 10.00

Key data

Intrinsic value 0.13
Time value 0.25
Implied volatility 0.22%
Leverage 15.15
Delta 0.59
Gamma 0.04
Vega 0.15
Distance to Strike -1.27
Distance to Strike in % -1.32%

market maker quality Date: 23/04/2026

Average Spread 5.76%
Last Best Bid Price 0.31 CHF
Last Best Ask Price 0.32 CHF
Last Best Bid Volume 60,000
Last Best Ask Volume 60,000
Average Buy Volume 30,571
Average Sell Volume 30,571
Average Buy Value 7,005 CHF
Average Sell Value 7,333 CHF
Spreads Availability Ratio 99.00%
Quote Availability 99.00%

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