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Call-Warrant
Symbol:
WBAC5V
ISIN:
CH1457869381
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
12:08:44 |
|
0.900
|
0.910
|
CHF |
| Volume |
110,000
|
110,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.840 | ||||
| Diff. absolute / % | 0.06 | +7.14% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1457869381 |
| Valor | 145786938 |
| Symbol | WBAC5V |
| Strike | 32.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| 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 | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.65 |
| Time value | 0.23 |
| Implied volatility | 0.49% |
| Leverage | 3.64 |
| Delta | 0.83 |
| Gamma | 0.03 |
| Vega | 0.07 |
| Distance to Strike | -6.49 |
| Distance to Strike in % | -16.86% |
market maker quality Date: 23/06/2026
| Average Spread | 1.24% |
| Last Best Bid Price | 0.85 CHF |
| Last Best Ask Price | 0.86 CHF |
| Last Best Bid Volume | 110,000 |
| Last Best Ask Volume | 110,000 |
| Average Buy Volume | 108,817 |
| Average Sell Volume | 108,817 |
| Average Buy Value | 89,037 CHF |
| Average Sell Value | 90,127 CHF |
| Spreads Availability Ratio | 99.96% |
| Quote Availability | 99.96% |
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