Vanya (Ваня) is the diminutive of Ivan (Иван) — like 'Johnny' for 'John'. In Chinese the most famous bearer is the title character of Chekhov's 1898 play Uncle Vanya (《万尼亚舅舅》 / 《瓦尼亚舅舅》). Standard transliteration varies between 万尼亚 and 瓦尼亚 across translators.
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Phonetic: 瓦 (wǎ, 'tile/roof tile') for 'Va-', 尼 (ní, 'nun') for '-n-/-ny-', 亚 (yà, 'second; Asia') for '-ya'. None of the character meanings are literal — sound only.