Put-Warrant

Termsheet  
Symbol: WRKAQV
Underlyings: Rocket Lab USA Inc.
ISIN: CH1565397044
Issuer:
Bank Vontobel
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.06.26
22:00:00
- %
- %
CHF
Volume
0
0
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.380
Diff. absolute / % 0.02 +3.95%

Determined prices

Last Price 0.405 Volume 100,000
Time 18:15:25 Date 09/06/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1565397044
Valor 156539704
Symbol WRKAQV
Strike 100.00 USD
Type Warrants
Type Bear
Ratio 40.00
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 22/05/2026
Date of maturity 25/09/2026
Last trading day 18/09/2026
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Rocket Lab USA Inc.
ISIN US7731211089
Price 83.65 EUR
Date 23/06/26 23:00
Ratio 40.00

Key data

Intrinsic value 0.04
Time value 0.35
Implied volatility 0.81%
Leverage 2.58
Delta -0.40
Gamma 0.01
Vega 0.19
Distance to Strike -1.51
Distance to Strike in % -1.53%

market maker quality Date: 22/06/2026

Average Spread 4.63%
Last Best Bid Price 0.39 CHF
Last Best Ask Price 0.40 CHF
Last Best Bid Volume 400,000
Last Best Ask Volume 400,000
Average Buy Volume 175,992
Average Sell Volume 175,992
Average Buy Value 64,454 CHF
Average Sell Value 66,940 CHF
Spreads Availability Ratio 99.90%
Quote Availability 100.00%

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