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Barrier Reverse Convertible
Symbol:
RCFAEV
ISIN:
CH1262675445
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
10:38:00 |
|
100.90 %
|
101.70 %
|
CHF |
| Volume |
50,000
|
10,000
|
nominal | |
Performance
| Closing prev. day | 101.30 | ||||
| Diff. absolute / % | -0.40 | -0.39% | |||
Determined prices
| Last Price | 100.80 | Volume | 20,000 | |
| Time | 10:15:25 | Date | 13/09/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1262675445 |
| Valor | 126267544 |
| Symbol | RCFAEV |
| Barrier | 82.03 CHF |
| Cap | 149.14 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 7.00% |
| Coupon Premium | 4.90% |
| Coupon Yield | 2.10% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/06/2023 |
| Date of maturity | 23/12/2024 |
| Last trading day | 16/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 101.7000 |
| Maximum yield | 0.08% |
| Maximum yield p.a. | 0.91% |
| Sideways yield | 0.08% |
| Sideways yield p.a. | 0.91% |
| Distance to Cap | -30.84 |
| Distance to Cap in % | -26.07% |
| Is Cap Level reached | No |
| Distance to Barrier | 36.27 |
| Distance to Barrier in % | 30.66% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.99% |
| Last Best Bid Price | 100.80 % |
| Last Best Ask Price | 101.80 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 504,000 CHF |
| Average Sell Value | 101,800 CHF |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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