Login
Call-Warrant
Symbol:
WAVCKV
ISIN:
CH1457870256
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
08:04:03 |
|
0.780
|
0.790
|
CHF |
| Volume |
40,000
|
40,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.770 | ||||
| Diff. absolute / % | 0.02 | +2.67% | |||
Determined prices
| Last Price | 1.560 | Volume | 6,466 | |
| Time | 10:46:35 | Date | 03/06/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1457870256 |
| Valor | 145787025 |
| Symbol | WAVCKV |
| Strike | 320.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 07/07/2025 |
| Date of maturity | 28/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.62 |
| Time value | 0.07 |
| Implied volatility | 0.27% |
| Leverage | 4.47 |
| Delta | 0.81 |
| Gamma | 0.00 |
| Vega | 0.64 |
| Distance to Strike | -61.57 |
| Distance to Strike in % | -16.14% |
market maker quality Date: 31/07/2026
| Average Spread | 1.32% |
| Last Best Bid Price | 0.74 CHF |
| Last Best Ask Price | 0.75 CHF |
| Last Best Bid Volume | 400,000 |
| Last Best Ask Volume | 400,000 |
| Average Buy Volume | 131,168 |
| Average Sell Volume | 130,947 |
| Average Buy Value | 98,944 CHF |
| Average Sell Value | 100,084 CHF |
| Spreads Availability Ratio | 99.50% |
| Quote Availability | 99.50% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)