Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1400600800/en Response:
{
"meta": {
"id": 26902079,
"categoryId": 20,
"subCategoryId": 2100,
"ibtTypeCode": 100001,
"hasMultipleUnderlyings": false,
"numUnderlyings": 1,
"issuerRef": "VT",
"hasExtendedTradingHours": true,
"denomination": "1.00000",
"productNameFull": "Call Warrant on Nestlé SA",
"guarantorRef": null
},
"basic": {
"isin": "CH1400600800",
"wkn": null,
"valor": "140060080",
"symbol": "WNEDYV",
"name": "Call Warrant on Nestlé",
"descriptionTemplate": "template-2100",
"termsheetUrlDe": "\/termsheets\/CH1400600800_de_20251124_005032.pdf",
"termsheetUrlEn": "\/termsheets\/CH1400600800_en_20250111_161032.pdf"
},
"highlights": {
"strikeLevel": "72",
"leverage": "129.85",
"tradingCurrencyCode": "CHF"
},
"static": {
"categoryName": "Leverage",
"subCategoryName": "Warrant",
"issuerName": "Vontobel",
"issuerRatings": "Aa3 \/ – \/ –",
"tradingCurrencyCode": "CHF",
"underlying": "Nestlé",
"tradingExchangeName": "SIX Structured Products",
"ratio": "20",
"isCollateralised": "No",
"issuePrice": "0.30",
"firstTradingDate": "08.01.2025",
"lastTradingDate": "18.12.2026",
"redemptionDate": "28.12.2026",
"paymentType": "cash",
"mgmtFeePa": null,
"isCallable": "No",
"isAutoCallable": "No",
"direction": "Long",
"strikeLevel": "72"
},
"market": {
"tradingExchangeName": "SIX Structured Products",
"tradingCurrencyCode": "CHF",
"bid": "0.030",
"bidSize": "1'500",
"ask": "0.600",
"askSize": "5'000",
"last": "0.380",
"change": "0.00",
"performanceWeek": "-5%",
"performanceYtd": "-8.43%",
"lastDateTime": "17.04.2026 22:10:00"
},
"chart": [
{
"ttsId": "tts-442119",
"name": "Nestlé"
}
],
"keyfigures": {
"daysToMaturity": "244",
"distToStrikeRate": "9.75%"
},
"underlyings": [
{
"isin": "CH0038863350",
"valor": "3886335",
"name": "Nestlé",
"symbol": "NESN",
"tradingExchangeName": "SIX Structured Products",
"tradingCurrencyCode": "CHF",
"strikeLevel": "72.00",
"bid": "79.02",
"bidSize": "628",
"ask": "79.05",
"askSize": "188",
"last": "79.02",
"change": null,
"distToStrikeRate": "9.75%",
"lastDateTime": "17.04.2026 17:31:42"
}
],
"similars": [
{
"name": "Call Warrant auf Nestlé",
"isin": "CH1312120533",
"symbol": null,
"categoryName": "Hebelprodukte",
"issuerName": "UBS",
"isAd": false
},
{
"name": "Call Warrant auf Nestlé",
"isin": "CH1550951672",
"symbol": "WNEF8V",
"categoryName": "Hebelprodukte",
"issuerName": "Vontobel",
"isAd": false
},
{
"name": "Call Warrant auf Nestlé",
"isin": "CH1513134218",
"symbol": null,
"categoryName": "Hebelprodukte",
"issuerName": "UBS",
"isAd": false
}
],
"events": [
],
"greeks": {
"delta": "0.99",
"gamma": "0.0027",
"moneyness": "ITM",
"gearing": "131.7",
"leverage": "129.85"
}
}
WNEDYV
Call Warrant on Nestlé
Terms
- CategoryLeverage
- TypeWarrant
- IssuerVontobel
- Ratings (Moody's/S&P/Fitch)Aa3 / – / –
- Trading CurrencyCHF
- UnderlyingNestlé
- Trading VenueSIX Structured Products
- Ratio20
- CollateralisedNo
- Issue Price0.30
- Frist Trading08.01.2025
- Last Trading18.12.2026
- Redemption Date28.12.2026
- Payout Typecash
- CallableNo
- AutocallableNo
- Market ExpectationLong
- Strike72
Market Data
- ExchangeSIX Structured Products
- Trading CurrencyCHF
- Bid0.030
- Bid Size1'500
- Ask0.600
- Ask Size5'000
- Last0.380
- Change0.00
- Performance (1 Week)-5%
- Performance YTD-8.43%
- Quotes vom17.04.2026 22:10:00
Key Figures
- Days to Maturity244
- Distance to Strike9.75%
Greeks
- Delta0.99
- Gamma0.0027
- MoneynessITM
- Gearing131.7
- Leverage129.85
Chart
Underlying: Nestlé
- Nestlé
- ISINCH0038863350
- Valor3886335
- UnderlyingNestlé
- SymbolNESN
- ExchangeSIX Structured Products
- Trading CurrencyCHF
- Strike Level72.00
- Bid79.02
- Bid Size628
- Ask79.05
- Ask Size188
- Last79.02
- Distance to Strike9.75%
- Quotes from17.04.2026 17:31:42
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