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Worst of Reverse Convertible
Symbol:
NSDRCH
ISIN:
CH1282076368
Issuer:
Raiffeisen
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:50:00 |
|
100.62 %
|
101.43 %
|
CHF |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 101.11 | ||||
| Diff. absolute / % | -0.44 | -0.44% | |||
Determined prices
| Last Price | 98.05 | Volume | 20,000 | |
| Time | 10:44:04 | Date | 18/06/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1282076368 |
| Valor | 128207636 |
| Symbol | NSDRCH |
| Quotation in percent | Yes |
| Coupon p.a. | 13.00% |
| Coupon Premium | 11.57% |
| Coupon Yield | 1.43% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/02/2024 |
| Date of maturity | 20/02/2025 |
| Last trading day | 13/02/2025 |
| 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) | 101.6100 |
| Maximum yield | 8.05% |
| Maximum yield p.a. | 13.41% |
| Sideways yield | 8.05% |
| Sideways yield p.a. | 13.41% |
market maker quality Date: 15/07/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 100.84 % |
| Last Best Ask Price | 101.65 % |
| 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 | 252,030 CHF |
| Average Sell Value | 254,055 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Advanced Micro Devices Inc. | Nvidia Corp. |
| ISIN | US0079031078 | US67066G1040 |
| Price |
161.57 EUR
|
114.74 EUR
|
| Date | 16/07/24 16:05 | 16/07/24 16:05 |
| Cap | 172.48 USD | 72.133 USD |
| Distance to Cap | 7.33 | 56.297 |
| Distance to Cap in % | 4.08% | 43.83% |
| Is Cap Level reached | No | No |
| Barrier | 101.763 USD | 42.5585 USD |
| Distance to Barrier | 78.0468 | 85.8715 |
| Distance to Barrier in % | 43.41% | 66.86% |
| Is Barrier reached | No | No |
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