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Put-Warrant
Symbol:
WDAANV
ISIN:
CH1540163198
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.03.26
11:11:47 |
|
0.780
|
0.790
|
CHF |
| Volume |
500,000
|
500,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.660 | ||||
| Diff. absolute / % | 0.14 | +21.21% | |||
Determined prices
| Last Price | 0.890 | Volume | 4,000 | |
| Time | 09:28:23 | Date | 30/03/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1540163198 |
| Valor | 154016319 |
| Symbol | WDAANV |
| Strike | 21,700.00 Points |
| Type | Warrants |
| Type | Bear |
| Ratio | 500.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 10/03/2026 |
| Date of maturity | 24/04/2026 |
| Last trading day | 17/04/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Implied volatility | 0.36% |
| Leverage | 15.30 |
| Delta | -0.30 |
| Gamma | 0.00 |
| Vega | 17.09 |
| Distance to Strike | 600.75 |
| Distance to Strike in % | 2.69% |
market maker quality Date: 27/03/2026
| Average Spread | 1.20% |
| Last Best Bid Price | 0.89 CHF |
| Last Best Ask Price | 0.90 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 485,809 |
| Average Sell Volume | 485,809 |
| Average Buy Value | 425,983 CHF |
| Average Sell Value | 430,983 CHF |
| Spreads Availability Ratio | 99.56% |
| Quote Availability | 99.56% |
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