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Worst of Reverse Convertible
Symbol:
NRURCH
ISIN:
CH1282125090
Issuer:
Raiffeisen
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
10:37:00 |
|
92.46 %
|
93.26 %
|
EUR |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 94.57 | ||||
| Diff. absolute / % | -2.19 | -2.32% | |||
Determined prices
| Last Price | 98.37 | Volume | 10,000 | |
| Time | 10:28:02 | Date | 01/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1282125090 |
| Valor | 128212509 |
| Symbol | NRURCH |
| Quotation in percent | Yes |
| Coupon p.a. | 15.00% |
| Coupon Premium | 11.72% |
| Coupon Yield | 3.28% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 12/02/2024 |
| Date of maturity | 12/02/2025 |
| Last trading day | 05/02/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Raiffeisen |
Key data
| Ask Price (basis for calculation) | 92.6200 |
| Maximum yield | 12.06% |
| Maximum yield p.a. | 56.44% |
| Sideways yield | 12.06% |
| Sideways yield p.a. | 56.44% |
market maker quality Date: 25/11/2024
| Average Spread | 0.85% |
| Last Best Bid Price | 94.57 % |
| Last Best Ask Price | 95.37 % |
| 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 | 234,299 EUR |
| Average Sell Value | 236,299 EUR |
| Spreads Availability Ratio | 99.55% |
| Quote Availability | 99.55% |
Underlyings
| Name | Adidas AG | Deutsche Lufthansa AG | Volkswagen AG (Vz) |
| ISIN | DE000A1EWWW0 | DE0008232125 | DE0007664039 |
| Price |
219.45 EUR
|
6.17 EUR
|
80.67 EUR
|
| Date | 26/11/24 10:53 | 26/11/24 10:53 | 26/11/24 10:53 |
| Cap | 175.02 EUR | 7.868 EUR | 119.80 EUR |
| Distance to Cap | 44.58 | -1.724 | -38.8 |
| Distance to Cap in % | 20.30% | -28.06% | -47.90% |
| Is Cap Level reached | No | No | No |
| Barrier | 105.012 EUR | 4.7208 EUR | 71.88 EUR |
| Distance to Barrier | 114.588 | 1.4232 | 9.12 |
| Distance to Barrier in % | 52.18% | 23.16% | 11.26% |
| Is Barrier reached | No | No | No |
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