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Call-Warrant
Symbol:
WAVCLV
ISIN:
CH1457870264
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.10.26
22:00:01 |
|
-
|
-
|
CHF |
| Volume |
0
|
0
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.265 | ||||
| Diff. absolute / % | 0.04 | +13.21% | |||
Determined prices
| Last Price | 0.670 | Volume | 10,000 | |
| Time | 12:37:21 | Date | 21/07/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1457870264 |
| Valor | 145787026 |
| Symbol | WAVCLV |
| Strike | 340.00 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 | 0.15 |
| Time value | 0.15 |
| Implied volatility | 0.33% |
| Leverage | 7.95 |
| Delta | 0.67 |
| Gamma | 0.01 |
| Vega | 0.59 |
| Distance to Strike | -15.12 |
| Distance to Strike in % | -4.26% |
market maker quality Date: 30/09/2026
| Average Spread | 3.20% |
| Last Best Bid Price | 0.30 CHF |
| Last Best Ask Price | 0.31 CHF |
| Last Best Bid Volume | 530,000 |
| Last Best Ask Volume | 530,000 |
| Average Buy Volume | 220,373 |
| Average Sell Volume | 220,373 |
| Average Buy Value | 68,776 CHF |
| Average Sell Value | 70,988 CHF |
| Spreads Availability Ratio | 99.80% |
| Quote Availability | 99.80% |
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