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Call-Warrant
Symbol:
WAVAGV
ISIN:
CH1412388584
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
16:41:26 |
|
0.510
|
0.520
|
CHF |
| Volume |
60,000
|
60,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.550 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1412388584 |
| Valor | 141238858 |
| Symbol | WAVAGV |
| Strike | 44.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/01/2025 |
| 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 | 0.35 |
| Time value | 0.16 |
| Implied volatility | 0.27% |
| Leverage | 6.23 |
| Delta | 0.67 |
| Gamma | 0.04 |
| Vega | 0.12 |
| Distance to Strike | -3.44 |
| Distance to Strike in % | -7.25% |
market maker quality Date: 17/12/2025
| Average Spread | 8.96% |
| Last Best Bid Price | 0.49 CHF |
| Last Best Ask Price | 0.50 CHF |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 28,602 |
| Average Sell Volume | 28,602 |
| Average Buy Value | 13,416 CHF |
| Average Sell Value | 14,032 CHF |
| Spreads Availability Ratio | 9.82% |
| Quote Availability | 109.59% |
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