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Call-Warrant
Symbol:
WVABRV
ISIN:
CH1400602020
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
22:00:09 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.285 | ||||
| Diff. absolute / % | -0.00 | -1.80% | |||
Determined prices
| Last Price | 0.260 | Volume | 20,000 | |
| Time | 17:15:11 | Date | 17/12/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1400602020 |
| Valor | 140060202 |
| Symbol | WVABRV |
| Strike | 360.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/01/2025 |
| Date of maturity | 26/06/2026 |
| Last trading day | 19/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.10 |
| Time value | 0.17 |
| Implied volatility | 0.46% |
| Leverage | 4.28 |
| Delta | 0.62 |
| Gamma | 0.00 |
| Vega | 1.01 |
| Distance to Strike | -20.20 |
| Distance to Strike in % | -5.31% |
market maker quality Date: 17/12/2025
| Average Spread | 5.71% |
| Last Best Bid Price | 0.26 CHF |
| Last Best Ask Price | 0.27 CHF |
| Last Best Bid Volume | 120,000 |
| Last Best Ask Volume | 120,000 |
| Average Buy Volume | 50,330 |
| Average Sell Volume | 50,330 |
| Average Buy Value | 13,782 CHF |
| Average Sell Value | 14,305 CHF |
| Spreads Availability Ratio | 9.33% |
| Quote Availability | 108.48% |
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