Call-Warrant

Symbol: WBAB2V
Underlyings: Bayer AG
ISIN: CH1521220934
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.10.26
08:14:44
-
-
CHF
Volume
-
-
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.136
Diff. absolute / % -0.01 -7.35%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1521220934
Valor 152122093
Symbol WBAB2V
Strike 48.00 EUR
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 12/01/2026
Date of maturity 28/12/2026
Last trading day 18/12/2026
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Bayer AG
ISIN DE000BAY0017
Price 43.945 EUR
Date 23/10/26 23:00
Ratio 10.00

Key data

Implied volatility 0.37%
Leverage 11.89
Delta 0.31
Gamma 0.06
Vega 0.06
Distance to Strike 3.84
Distance to Strike in % 8.70%

market maker quality Date: 22/10/2026

Average Spread 8.08%
Last Best Bid Price 0.13 CHF
Last Best Ask Price 0.14 CHF
Last Best Bid Volume 240,000
Last Best Ask Volume 240,000
Average Buy Volume 237,572
Average Sell Volume 237,572
Average Buy Value 28,882 CHF
Average Sell Value 31,260 CHF
Spreads Availability Ratio 99.22%
Quote Availability 99.22%

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