Put-Warrant

Termsheet  
Symbol: WRGAPV
Underlyings: Rigetti Computing
ISIN: CH1565396863
Issuer:
Bank Vontobel
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.08.26
08:04:00
0.350 %
0.360 %
CHF
Volume
90,000
90,000
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.370
Diff. absolute / % -0.03 -7.50%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1565396863
Valor 156539686
Symbol WRGAPV
Strike 16.00 USD
Type Warrants
Type Bear
Ratio 10.00
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 22/05/2026
Date of maturity 22/01/2027
Last trading day 15/01/2027
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Rigetti Computing
ISIN US76655K1034
Price 14.131 EUR
Date 04/08/26 09:05
Ratio 10.00

Key data

Intrinsic value 0.01
Time value 0.36
Implied volatility 0.94%
Leverage 1.58
Delta -0.37
Gamma 0.04
Vega 0.04
Distance to Strike -0.09
Distance to Strike in % -0.53%

market maker quality Date: 31/07/2026

Average Spread 2.64%
Last Best Bid Price 0.38 CHF
Last Best Ask Price 0.39 CHF
Last Best Bid Volume 660,000
Last Best Ask Volume 660,000
Average Buy Volume 289,975
Average Sell Volume 289,975
Average Buy Value 112,136 CHF
Average Sell Value 115,049 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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