Call-Warrant

Termsheet  
Symbol: WPYAZV
Underlyings: PayPal Holdings Inc.
ISIN: CH1499915309
Issuer:
Bank Vontobel
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
13:15:00
0.218
0.228
CHF
Volume
5,000
5,000
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 0.255
Diff. absolute / % -0.04 -14.51%

Determined prices

Last Price 0.058 Volume 40,000
Time 16:11:54 Date 08/07/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1499915309
Valor 149991530
Symbol WPYAZV
Strike 60.00 USD
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 24/11/2025
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

Underlyings

Name PayPal Holdings Inc.
ISIN US70450Y1038
Price 52.68 EUR
Date 24/08/26 13:28
Ratio 20.00

Key data

Intrinsic value 0.08
Time value 0.14
Implied volatility 0.24%
Leverage 8.86
Delta 0.63
Gamma 0.04
Vega 0.13
Distance to Strike -1.55
Distance to Strike in % -2.52%

market maker quality Date: 21/08/2026

Average Spread 4.22%
Last Best Bid Price 0.24 CHF
Last Best Ask Price 0.25 CHF
Last Best Bid Volume 160,000
Last Best Ask Volume 160,000
Average Buy Volume 72,214
Average Sell Volume 72,214
Average Buy Value 17,224 CHF
Average Sell Value 17,949 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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