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Put-Warrant
Symbol:
WGBAVV
ISIN:
CH1547977236
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
01.04.26
22:00:01 |
|
- %
|
- %
|
CHF |
| Volume |
0
|
0
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.400 | ||||
| Diff. absolute / % | -0.06 | -15.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1547977236 |
| Valor | 154797723 |
| Symbol | WGBAVV |
| Strike | 1.34 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 0.10 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 26/03/2026 |
| 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 |
Key data
| Intrinsic value | 0.08 |
| Time value | 0.27 |
| Implied volatility | 0.12% |
| Leverage | 12.63 |
| Delta | -0.33 |
| Gamma | 3.79 |
| Vega | 0.00 |
| Distance to Strike | -0.01 |
| Distance to Strike in % | -0.55% |
market maker quality Date: 31/03/2026
| Average Spread | 2.49% |
| Last Best Bid Price | 0.41 CHF |
| Last Best Ask Price | 0.42 CHF |
| Last Best Bid Volume | 550,000 |
| Last Best Ask Volume | 550,000 |
| Average Buy Volume | 548,876 |
| Average Sell Volume | 548,876 |
| Average Buy Value | 219,027 CHF |
| Average Sell Value | 224,527 CHF |
| Spreads Availability Ratio | 99.94% |
| Quote Availability | 99.94% |
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