Call-Warrant

Termsheet  
Symbol: WSNASV
Underlyings: Sandisk
ISIN: CH1570396916
Issuer:
Bank Vontobel
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
09.10.26
22:00:01
- %
- %
CHF
Volume
0
0
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.178
Diff. absolute / % -0.00 -2.25%

Determined prices

Last Price 0.350 Volume 40,000
Time 14:53:33 Date 18/08/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1570396916
Valor 157039691
Symbol WSNASV
Strike 1,600.00 USD
Type Warrants
Type Bull
Ratio 1,000.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 02/06/2026
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 Sandisk
ISIN US80004C2008
Price 1,405.00 EUR
Date 10/10/26 13:04
Ratio 1,000.00

Key data

Intrinsic value 0.00
Time value 0.18
Implied volatility 0.55%
Leverage 5.16
Delta 0.58
Gamma 0.00
Vega 3.24
Distance to Strike -1.50
Distance to Strike in % -0.09%

market maker quality Date: 08/10/2026

Average Spread 4.86%
Last Best Bid Price 0.19 CHF
Last Best Ask Price 0.20 CHF
Last Best Bid Volume 570,000
Last Best Ask Volume 570,000
Average Buy Volume 251,857
Average Sell Volume 251,857
Average Buy Value 51,024 CHF
Average Sell Value 53,556 CHF
Spreads Availability Ratio 99.97%
Quote Availability 99.97%

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