Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1457849524/en
Response:
{
    "meta": {
        "id": 26896516,
        "categoryId": 20,
        "subCategoryId": 2100,
        "ibtTypeCode": 100001,
        "hasMultipleUnderlyings": false,
        "numUnderlyings": 1,
        "issuerRef": "VT",
        "hasExtendedTradingHours": true,
        "denomination": "1.00000",
        "productNameFull": "Call Warrant on Avolta AG",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1457849524",
        "wkn": null,
        "valor": "145784952",
        "symbol": "WAVCAV",
        "name": "Call Warrant on Avolta",
        "descriptionTemplate": "template-2100",
        "termsheetUrlDe": "\/termsheets\/CH1457849524_de_20250702_033024.pdf",
        "termsheetUrlEn": null
    },
    "highlights": {
        "strikeLevel": "44",
        "leverage": "5.39",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Leverage",
        "subCategoryName": "Warrant",
        "issuerName": "Vontobel",
        "issuerRatings": "Aa3 \/ – \/ –",
        "tradingCurrencyCode": "CHF",
        "underlying": "Avolta",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "10",
        "isCollateralised": "No",
        "issuePrice": "0.49",
        "firstTradingDate": "02.07.2025",
        "lastTradingDate": "18.12.2026",
        "redemptionDate": "28.12.2026",
        "paymentType": "cash",
        "mgmtFeePa": null,
        "isCallable": "No",
        "isAutoCallable": "No",
        "direction": "Long",
        "strikeLevel": "44"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "0.380",
        "bidSize": "90'000",
        "ask": "0.390",
        "askSize": "90'000",
        "last": "0.460",
        "change": null,
        "performanceWeek": "-36.81%",
        "performanceYtd": "-30%",
        "lastDateTime": "28.04.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-3593968",
            "name": "Avolta"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "233",
        "distToStrikeRate": "-2.091%"
    },
    "underlyings": [
        {
            "isin": "CH0023405456",
            "valor": "2340545",
            "name": "Avolta",
            "symbol": "AVOL",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "44.00",
            "bid": "43.08",
            "bidSize": "337",
            "ask": "43.12",
            "askSize": "52",
            "last": "43.10",
            "change": null,
            "distToStrikeRate": "-2.091%",
            "lastDateTime": "29.04.2026 12:16:50"
        }
    ],
    "similars": [
        {
            "name": "Put Warrant auf Avolta",
            "isin": "CH1546065652",
            "symbol": "WAVCRT",
            "categoryName": "Hebelprodukte",
            "issuerName": "Leonteq",
            "isAd": false
        },
        {
            "name": "Call Warrant auf Avolta",
            "isin": "CH1519501816",
            "symbol": null,
            "categoryName": "Hebelprodukte",
            "issuerName": "UBS",
            "isAd": false
        },
        {
            "name": "Call Warrant auf Avolta",
            "isin": "CH1557391443",
            "symbol": "BSOB9U",
            "categoryName": "Hebelprodukte",
            "issuerName": "UBS",
            "isAd": false
        }
    ],
    "events": [
    ],
    "greeks": {
        "delta": "0.48",
        "gamma": "0.030",
        "moneyness": "OTM",
        "gearing": "11.34",
        "leverage": "5.39"
    }
}

WAVCAV

Call Warrant on Avolta

Valor: 145784952
ISIN: CH1457849524
Termsheet: PDF (De)
Issuer: Vontobel
Extended Trading Hours
Last update: 12:48:55
Bid
0.380
Bid Size: 90'000
Ask
0.390
Ask Size: 90'000
Strike
44
Leverage
5.39
Trading Currency
CHF

Terms

  • CategoryLeverage
  • TypeWarrant
  • IssuerVontobel
  • Ratings (Moody's/S&P/Fitch)Aa3 / – / –
  • Trading CurrencyCHF
  • UnderlyingAvolta
  • Trading VenueSIX Structured Products
  • Ratio10
  • CollateralisedNo
  • Issue Price0.49
  • Frist Trading02.07.2025
  • Last Trading18.12.2026
  • Redemption Date28.12.2026
  • Payout Typecash
  • CallableNo
  • AutocallableNo
  • Market ExpectationLong
  • Strike44

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid0.380
  • Bid Size90'000
  • Ask0.390
  • Ask Size90'000
  • Last0.460
  • Performance (1 Week)-36.81%
  • Performance YTD-30%
  • Quotes vom28.04.2026 22:10:00

Key Figures

  • Days to Maturity233
  • Distance to Strike-2.091%

Greeks

  • Delta0.48
  • Gamma0.030
  • MoneynessOTM
  • Gearing11.34
  • Leverage5.39

Chart

Underlying: Avolta

  • Avolta
  • ISINCH0023405456
  • Valor2340545
  • UnderlyingAvolta
  • SymbolAVOL
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level44.00
  • Bid43.08
  • Bid Size337
  • Ask43.12
  • Ask Size52
  • Last43.10
  • Distance to Strike-2.091%
  • Quotes from29.04.2026 12:16:50

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