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Worst of Reverse Convertible
Symbol:
LSSRCH
ISIN:
CH1251118084
Issuer:
Raiffeisen
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:03:00 |
|
98.95 %
|
99.75 %
|
CHF |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 98.44 | ||||
| Diff. absolute / % | 0.51 | +0.52% | |||
Determined prices
| Last Price | 98.44 | Volume | 25,000 | |
| Time | 16:12:34 | Date | 11/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1251118084 |
| Valor | 125111808 |
| Symbol | LSSRCH |
| Quotation in percent | Yes |
| Coupon p.a. | 7.00% |
| Coupon Premium | 4.80% |
| Coupon Yield | 2.20% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/03/2023 |
| Date of maturity | 17/09/2024 |
| Last trading day | 10/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Raiffeisen |
Key data
| Ask Price (basis for calculation) | 99.7900 |
| Maximum yield | 2.01% |
| Maximum yield p.a. | 11.66% |
| Sideways yield | 2.01% |
| Sideways yield p.a. | 11.66% |
market maker quality Date: 15/07/2024
| Average Spread | 0.81% |
| Last Best Bid Price | 98.43 % |
| Last Best Ask Price | 99.23 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 245,998 CHF |
| Average Sell Value | 247,998 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Pfizer Inc. | Sanofi S.A. | Johnson & Johnson |
| ISIN | US7170811035 | FR0000120578 | US4781601046 |
| Price |
26.7625 EUR
|
92.065 EUR
|
137.37 EUR
|
| Date | 16/07/24 14:21 | 16/07/24 14:17 | 16/07/24 14:22 |
| Cap | 39.39 USD | 89.55 EUR | 151.61 USD |
| Distance to Cap | -10.27 | 2.88 | -2.36 |
| Distance to Cap in % | -35.27% | 3.12% | -1.58% |
| Is Cap Level reached | No | No | No |
| Barrier | 23.63 USD | 53.73 EUR | 90.97 USD |
| Distance to Barrier | 5.49 | 38.7 | 58.28 |
| Distance to Barrier in % | 18.85% | 41.87% | 39.05% |
| Is Barrier reached | No | No | No |
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