not in the Roman alphabet, but the Modern English sound it represents is close to the devocalized consonant expressed by Roman -U- or -V-. In Old English, this originally was written -uu-, but by 8c. began to be expressed by the runic character wyn (Kentish wen), which looked like this: ƿ (the character is a late addition to the online font set and doesn't display properly on many computers, so it's something like a combination of lower-case -p- and a reversed -y-).
In 11c., Norman scribes introduced -w-, a ligatured doubling of Roman -u- which had been used on the continent for the Germanic "w" sound, and wyn disappeared c. 1300. -W- is not properly a letter in the modern French alphabet, and it is used there only in borrowed foreign words, such as wagon, weekend, Western, whisky, wombat. Charles Mackay ("Extraordinary Popular delusions and the Madness of Crowds") reports that the Scotsman John Law, author of the Mississippi stock swindle of 1720, was known in France as Monsieur Lass "to avoid the ungallic sound, aw."
rock resembling sandstone, 1803, from German Wacke, from Middle High German wacke "large stone, rock projecting from the surface of the ground," from Old High German wacko, waggo "gravel, pebble, rock rolling in a riverbed," which probably is from Old High German wegan "to move" (from Proto-Germanic *wag- "to move about," from PIE root *wegh- "to go, move"). A miner's word, brought into geology by German geologist Abraham Gottlob Werner (1750-1817).
early 15c., wadde, "small bunch of fibrous, soft material for padding or stuffing," of uncertain origin, perhaps from Medieval Latin wadda (14c., source also of French ouate, Italian ovate), or Dutch watten (source of German Watte), or Middle English wadmal (c. 1300) "coarse woolen cloth," which seems to be from Old Norse vaðmal "a woolen fabric of Scandinavia," probably from vað "cloth" + mal "measure."
The meaning "something bundled up tightly" (especially paper currency) is from 1778. To shoot (one's) wad "do all one can do" is recorded by 1860. The immediate source of the expression probably is the sense of "disk of cloth used to hold powder and shot in place in a gun." Wad in slang sense of "a load of semen" is attested from 1920s, and the expression now often is felt in this sense. As a suffix, -wad in 1980s joined -bag, -ball, -head in combinations meaning "disgusting or unpleasant person."