Call-Warrant

Symbol: WSLAFV
Underlyings: Swiss Life Hldg. N
ISIN: CH1412405750
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
05.12.25
16:20:25
0.840
0.860
CHF
Volume
40,000
40,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.800
Diff. absolute / % 0.05 +6.25%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1412405750
Valor 141240575
Symbol WSLAFV
Strike 880.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 29/01/2025
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 Swiss Life Hldg. N
ISIN CH0014852781
Price 878.4000 CHF
Date 05/12/25 16:27
Ratio 50.00

Key data

Delta 0.46
Gamma 0.00
Vega 2.47
Distance to Strike 2.40
Distance to Strike in % 0.27%

market maker quality Date: 03/12/2025

Average Spread 6.43%
Last Best Bid Price 0.75 CHF
Last Best Ask Price 0.77 CHF
Last Best Bid Volume 40,000
Last Best Ask Volume 40,000
Average Buy Volume 13,813
Average Sell Volume 13,813
Average Buy Value 11,743 CHF
Average Sell Value 12,178 CHF
Spreads Availability Ratio 9.48%
Quote Availability 109.26%

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