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Barrier Reverse Convertible
Symbol:
RBAARV
ISIN:
CH1293295668
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 100.60 | ||||
| Diff. absolute / % | -0.30 | -0.30% | |||
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 | CH1293295668 |
| Valor | 129329566 |
| Symbol | RBAARV |
| Barrier | 7.00 GBP |
| Cap | 10.78 GBP |
| Quotation in percent | Yes |
| Coupon p.a. | 6.25% |
| Coupon Premium | 0.83% |
| Coupon Yield | 5.42% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Pound Sterling |
| First Trading Date | 23/10/2023 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | BAE Systems Plc. |
| ISIN | GB0002634946 |
| Price |
15.5025 EUR
|
| Date | 16/07/24 21:55 |
| Ratio | 0.010775 |
| Cap | 10.775 GBP |
| Barrier | 7.004 GBP |
Key data
| Ask Price (basis for calculation) | 100.6000 |
| Maximum yield | 0.62% |
| Maximum yield p.a. | 3.09% |
| Sideways yield | 0.62% |
| Sideways yield p.a. | 3.09% |
| Distance to Cap | 3.055 |
| Distance to Cap in % | 22.09% |
| Is Cap Level reached | No |
| Distance to Barrier | 5.73188 |
| Distance to Barrier in % | 45.01% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.30% |
| Last Best Bid Price | 100.30 % |
| Last Best Ask Price | 100.60 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 486,971 |
| Average Sell Volume | 486,971 |
| Average Buy Value | 488,432 GBP |
| Average Sell Value | 489,893 GBP |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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