Call-Warrant

Termsheet  
Symbol: WVAAUV
Underlyings: VAT Group
ISIN: CH1363345120
Issuer:
Bank Vontobel
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
05.12.25
20:00:22
0.040
0.050
CHF
Volume
20,000
20,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.070
Diff. absolute / % 0.01 +9.38%

Determined prices

Last Price 0.036 Volume 150,000
Time 17:02:10 Date 22/09/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1363345120
Valor 136334512
Symbol WVAAUV
Strike 400.00 CHF
Type Warrants
Type Bull
Ratio 200.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 07/08/2024
Date of maturity 30/12/2025
Last trading day 19/12/2025
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name VAT Group
ISIN CH0311864901
Price 391.00 CHF
Date 05/12/25 17:30
Ratio 200.00

Key data

Delta 0.49
Gamma 0.01
Vega 0.31
Distance to Strike 2.80
Distance to Strike in % 0.70%

market maker quality Date: 03/12/2025

Average Spread 55.23%
Last Best Bid Price 0.06 CHF
Last Best Ask Price 0.07 CHF
Last Best Bid Volume 160,000
Last Best Ask Volume 160,000
Average Buy Volume 70,769
Average Sell Volume 70,769
Average Buy Value 1,790 CHF
Average Sell Value 2,524 CHF
Spreads Availability Ratio 9.71%
Quote Availability 109.67%

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