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Barrier Reverse Convertible
Symbol:
ARVBIL
ISIN:
CH1284248684
Issuer:
Banque Int. à Luxembourg
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:53:00 |
|
103.13 %
|
103.96 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 102.74 | ||||
| Diff. absolute / % | 0.28 | +0.27% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1284248684 |
| Valor | 128424868 |
| Symbol | ARVBIL |
| Quotation in percent | Yes |
| Coupon p.a. | 17.00% |
| Coupon Premium | 11.79% |
| Coupon Yield | 5.21% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 02/11/2023 |
| Date of maturity | 02/05/2025 |
| Last trading day | 24/04/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Int. à Luxembourg |
Key data
| Ask Price (basis for calculation) | 103.4800 |
| Maximum yield | 13.04% |
| Maximum yield p.a. | 16.42% |
| Sideways yield | 13.04% |
| Sideways yield p.a. | 16.42% |
market maker quality Date: 15/07/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 102.65 % |
| Last Best Ask Price | 103.47 % |
| 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 | 256,909 USD |
| Average Sell Value | 258,977 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Boeing Co. | United Continental Hldg. | American Airlines Group Inc. |
| ISIN | US0970231058 | US9100471096 | US02376R1023 |
| Price |
167.90 EUR
|
41.8675 EUR
|
10.07 EUR
|
| Date | 16/07/24 16:11 | 16/07/24 16:11 | 16/07/24 16:11 |
| Cap | 182.36 USD | 35.14 USD | 11.21 USD |
| Distance to Cap | -3.18001 | 9.18 | -0.57 |
| Distance to Cap in % | -1.77% | 20.71% | -5.36% |
| Is Cap Level reached | No | No | No |
| Barrier | 89.3564 USD | 17.2186 USD | 5.4929 USD |
| Distance to Barrier | 89.8236 | 27.1014 | 5.1471 |
| Distance to Barrier in % | 50.13% | 61.15% | 48.38% |
| Is Barrier reached | No | No | No |
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