Barrier Reverse Convertible

Termsheet  
Symbol: RSDAEV
Underlyings: Sandoz Group AG
ISIN: CH1300247397
Issuer:
Bank Vontobel
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

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 / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Barrier Reverse Convertible
ISIN CH1300247397
Valor 130024739
Symbol RSDAEV
Barrier 18.10 CHF
Cap 25.85 CHF
Quotation in percent Yes
Coupon p.a. 6.50%
Coupon Premium 4.84%
Coupon Yield 1.66%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 30/10/2023
Date of maturity 23/12/2024
Last trading day 16/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Vontobel

Underlyings

Name Sandoz Group AG
ISIN CH1243598427
Price 40.60 CHF
Date 22/11/24 17:30
Ratio 0.02585
Cap 25.85 CHF
Barrier 18.095 CHF

Key data

Ask Price (basis for calculation) 100.6000
Maximum yield -0.04%
Maximum yield p.a. -0.53%
Sideways yield -0.04%
Sideways yield p.a. -0.53%
Distance to Cap 14.52
Distance to Cap in % 35.97%
Is Cap Level reached No
Distance to Barrier 22.275
Distance to Barrier in % 55.18%
Is Barrier reached No

market maker quality Date: 20/11/2024

Average Spread 0.50%
Last Best Bid Price 100.10 %
Last Best Ask Price 100.60 %
Last Best Bid Volume 500,000
Last Best Ask Volume 100,000
Average Buy Volume 500,000
Average Sell Volume 100,000
Average Buy Value 500,500 CHF
Average Sell Value 100,600 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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