Put-Warrant

Symbol: WSMCHV
Underlyings: SMI
ISIN: CH1579697785
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
21.07.26
10:46:00
1.890
1.900
CHF
Volume
220,000
220,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.990
Diff. absolute / % -0.10 -5.03%

Determined prices

Last Price 1.990 Volume 20,000
Time 21:40:50 Date 20/07/2026

More Product Information

Core Data

Name Put-Warrant
ISIN CH1579697785
Valor 157969778
Symbol WSMCHV
Strike 14,400.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 26/06/2026
Date of maturity 25/06/2027
Last trading day 18/06/2027
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name SMI
ISIN CH0009980894
Price 14,261.44 Points
Date 21/07/26 10:46
Ratio 500.00

Key data

Intrinsic value 0.29
Time value 1.59
Implied volatility 0.16%
Leverage 7.84
Delta -0.52
Gamma 0.00
Vega 54.18
Distance to Strike -145.64
Distance to Strike in % -1.02%

market maker quality Date: 20/07/2026

Average Spread 0.53%
Last Best Bid Price 1.90 CHF
Last Best Ask Price 1.91 CHF
Last Best Bid Volume 230,000
Last Best Ask Volume 230,000
Average Buy Volume 230,000
Average Sell Volume 230,000
Average Buy Value 429,692 CHF
Average Sell Value 431,992 CHF
Spreads Availability Ratio 99.67%
Quote Availability 99.67%

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