Mrs Wardell was asphyxiated last month after she was kidnapped and forced to open her branch of the Woolwich in Nuneaton, Warwickshire.
Detective Superintendent Tony Bayliss, the officer leading the inquiry, said police were trying to trace the origin of the telephone call to the Woolwich's head office in Bexleyheath, south-east London, on 9 September.
The call was received by a customer relations manager, David Smith, four days before Mrs Wardell was murdered. A woman introducing herself as 'Carol from Nuneaton' spoke of a man acting suspiciously outside the Woolwich branch in the town. Mr Bayliss said: 'We are sure (Mrs Wardell) did not make the call.'