Put-Warrant

Termsheet  
Symbol: WNA11V
Underlyings: Nasdaq 100 Index
ISIN: CH1570388814
Issuer:
Bank Vontobel
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.07.26
22:05:05
- %
- %
CHF
Volume
0
0
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 1.190
Diff. absolute / % 0.16 +13.45%

Determined prices

Last Price 1.190 Volume 7,900
Time 14:36:06 Date 23/07/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Put-Warrant
ISIN CH1570388814
Valor 157038881
Symbol WNA11V
Strike 28,500.00 Points
Type Warrants
Type Bear
Ratio 500.00
SVSP Code 2100
Exercise type European
Currency Swiss Franc
First Trading Date 02/06/2026
Date of maturity 28/08/2026
Last trading day 21/08/2026
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name Nasdaq 100 Index
ISIN US6311011026
Price 28,108.49 Points
Date 24/07/26 22:00
Ratio 500.00

Key data

Intrinsic value 0.09
Time value 1.33
Implied volatility 0.24%
Leverage 18.93
Delta -0.47
Gamma 0.00
Vega 31.39
Distance to Strike -45.19
Distance to Strike in % -0.16%

market maker quality Date: 23/07/2026

Average Spread 0.90%
Last Best Bid Price 1.46 CHF
Last Best Ask Price 1.47 CHF
Last Best Bid Volume 400,000
Last Best Ask Volume 400,000
Average Buy Volume 320,867
Average Sell Volume 320,867
Average Buy Value 364,679 CHF
Average Sell Value 367,891 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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