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Put-Warrant
Symbol:
WMSALV
ISIN:
CH1521222120
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:41:31 |
|
0.580
|
0.590
|
CHF |
| Volume |
80,000
|
80,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.650 | ||||
| Diff. absolute / % | -0.07 | -10.77% | |||
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 | CH1521222120 |
| Valor | 152122212 |
| Symbol | WMSALV |
| Strike | 140.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | European |
| 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 | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Intrinsic value | 0.42 |
| Time value | 0.14 |
| Implied volatility | 0.61% |
| Leverage | 2.44 |
| Delta | -0.57 |
| Gamma | 0.01 |
| Vega | 0.26 |
| Distance to Strike | -20.76 |
| Distance to Strike in % | -17.41% |
market maker quality Date: 21/08/2026
| Average Spread | 1.84% |
| Last Best Bid Price | 0.57 CHF |
| Last Best Ask Price | 0.58 CHF |
| Last Best Bid Volume | 340,000 |
| Last Best Ask Volume | 340,000 |
| Average Buy Volume | 144,645 |
| Average Sell Volume | 138,230 |
| Average Buy Value | 81,552 CHF |
| Average Sell Value | 79,516 CHF |
| Spreads Availability Ratio | 90.84% |
| Quote Availability | 90.84% |
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