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Call-Warrant
Symbol:
WAACBV
ISIN:
CH1519471689
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.07.26
10:38:58 |
|
0.570
|
0.580
|
CHF |
| Volume |
290,000
|
290,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.610 | ||||
| Diff. absolute / % | -0.04 | -6.56% | |||
Determined prices
| Last Price | 0.610 | Volume | 20,000 | |
| Time | 21:31:54 | Date | 20/07/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1519471689 |
| Valor | 151947168 |
| Symbol | WAACBV |
| Strike | 280.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/01/2026 |
| Date of maturity | 24/06/2027 |
| Last trading day | 17/06/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.47 |
| Time value | 0.11 |
| Implied volatility | 0.16% |
| Leverage | 4.31 |
| Delta | 0.77 |
| Gamma | 0.00 |
| Vega | 0.95 |
| Distance to Strike | -46.71 |
| Distance to Strike in % | -14.30% |
market maker quality Date: 20/07/2026
| Average Spread | 1.65% |
| Last Best Bid Price | 0.57 CHF |
| Last Best Ask Price | 0.58 CHF |
| Last Best Bid Volume | 700,000 |
| Last Best Ask Volume | 700,000 |
| Average Buy Volume | 379,595 |
| Average Sell Volume | 379,595 |
| Average Buy Value | 232,658 CHF |
| Average Sell Value | 236,470 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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