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Call-Warrant
Symbol:
WAVCLV
ISIN:
CH1457870264
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
08:11:25 |
|
0.670
|
0.680
|
CHF |
| Volume |
50,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.650 | ||||
| Diff. absolute / % | 0.01 | +1.56% | |||
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 | 0.42 |
| Time value | 0.16 |
| Implied volatility | 0.35% |
| Leverage | 4.85 |
| Delta | 0.74 |
| Gamma | 0.00 |
| Vega | 0.76 |
| Distance to Strike | -41.57 |
| Distance to Strike in % | -10.89% |
market maker quality Date: 31/07/2026
| Average Spread | 1.55% |
| Last Best Bid Price | 0.62 CHF |
| Last Best Ask Price | 0.63 CHF |
| Last Best Bid Volume | 430,000 |
| Last Best Ask Volume | 430,000 |
| Average Buy Volume | 142,555 |
| Average Sell Volume | 142,294 |
| Average Buy Value | 91,305 CHF |
| Average Sell Value | 92,557 CHF |
| Spreads Availability Ratio | 98.30% |
| Quote Availability | 98.30% |
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