Call-Warrant

Termsheet  
Symbol: WSMCFV
Underlyings: SMI
ISIN: CH1245824110
Issuer:
Bank Vontobel

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 1.860
    
Ask 1.870
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:001.51.7522.252.5

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
04.04.25
15:22:00
1.860
1.870
CHF
Volume
82,500
82,500

Performance

Closing prev. day 2.520
Diff. absolute / % -0.64 -25.40%

Determined prices

Last Price 2.290 Volume 5,000
Time 13:58:46 Date 23/01/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Call-Warrant
ISIN CH1245824110
Valor 124582411
Symbol WSMCFV
Strike 11,200.00 Points
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 06/03/2023
Date of maturity 30/12/2025
Last trading day 19/12/2025
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name SMI
ISIN CH0009980894
Price 11,768.61 Points
Date 04/04/25 15:31
Ratio 500.00

Key data

Intrinsic value 1.09
Time value 0.79
Implied volatility 0.16%
Leverage 8.27
Delta 0.66
Gamma 0.00
Vega 36.19
Distance to Strike -545.63
Distance to Strike in % -4.65%

market maker quality Date: 03/04/2025

Average Spread 0.39%
Last Best Bid Price 2.51 CHF
Last Best Ask Price 2.52 CHF
Last Best Bid Volume 77,500
Last Best Ask Volume 77,500
Average Buy Volume 77,500
Average Sell Volume 77,500
Average Buy Value 200,962 CHF
Average Sell Value 201,737 CHF
Spreads Availability Ratio 95.91%
Quote Availability 95.91%

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