Call-Warrant

Symbol: WBAF6V
Underlyings: Julius Baer Group
ISIN: CH1400602996
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
17.04.26
11:13:23
0.086
0.106
CHF
Volume
40,000
40,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.090
Diff. absolute / % -0.01 -6.67%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1400602996
Valor 140060299
Symbol WBAF6V
Strike 72.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
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

Underlyings

Name Julius Baer Group
ISIN CH0102484968
Price 61.9400 CHF
Date 17/04/26 11:13
Ratio 5.00

Key data

Implied volatility 0.33%
Leverage 13.49
Delta 0.10
Gamma 0.02
Vega 0.04
Distance to Strike 10.12
Distance to Strike in % 16.35%

market maker quality Date: 16/04/2026

Average Spread 17.35%
Last Best Bid Price 0.10 CHF
Last Best Ask Price 0.12 CHF
Last Best Bid Volume 40,000
Last Best Ask Volume 40,000
Average Buy Volume 40,000
Average Sell Volume 40,000
Average Buy Value 4,228 CHF
Average Sell Value 5,028 CHF
Spreads Availability Ratio 99.91%
Quote Availability 99.91%

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