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Barrier Reverse Convertible
Symbol:
RROAAV
ISIN:
CH1293295411
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
10:38:00 |
|
101.00 %
|
101.30 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 101.10 | ||||
| Diff. absolute / % | -0.10 | -0.10% | |||
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 | CH1293295411 |
| Valor | 129329541 |
| Symbol | RROAAV |
| Barrier | 154.54 CHF |
| Cap | 237.75 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 4.00% |
| Coupon Premium | 2.55% |
| Coupon Yield | 1.45% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/11/2023 |
| Date of maturity | 03/11/2025 |
| Last trading day | 27/10/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 101.5000 |
| Maximum yield | 2.17% |
| Maximum yield p.a. | 2.29% |
| Sideways yield | 2.17% |
| Sideways yield p.a. | 2.29% |
| Distance to Cap | 16.15 |
| Distance to Cap in % | 6.36% |
| Is Cap Level reached | No |
| Distance to Barrier | 99.36 |
| Distance to Barrier in % | 39.13% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.49% |
| Last Best Bid Price | 100.70 % |
| Last Best Ask Price | 101.20 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 504,012 CHF |
| Average Sell Value | 506,512 CHF |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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