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Call-Warrant
Symbol:
WAVASV
ISIN:
CH1457849474
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.06.26
08:41:14 |
|
0.345
|
0.460
|
CHF |
| Volume |
10,000
|
10,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | 0.13 | +130.00% | |||
Determined prices
| Last Price | 0.330 | Volume | 15,000 | |
| Time | 16:10:41 | Date | 30/03/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1457849474 |
| Valor | 145784947 |
| Symbol | WAVASV |
| Strike | 50.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 5.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/07/2025 |
| 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
| Implied volatility | 0.38% |
| Leverage | 26.32 |
| Delta | 0.47 |
| Gamma | 0.26 |
| Vega | 0.03 |
| Distance to Strike | 0.12 |
| Distance to Strike in % | 0.24% |
market maker quality Date: 11/06/2026
| Average Spread | 26.91% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 49,960 |
| Average Sell Volume | 49,960 |
| Average Buy Value | 2,626 CHF |
| Average Sell Value | 3,426 CHF |
| Spreads Availability Ratio | 99.71% |
| Quote Availability | 99.71% |
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