SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
10:32:00 |
![]() |
102.30 %
|
102.80 %
|
USD |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 102.80 | ||||
Diff. absolute / % | -0.50 | -0.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1300256075 |
Valor | 130025607 |
Symbol | RNVAQV |
Barrier | 25.71 USD |
Cap | 46.75 USD |
Quotation in percent | Yes |
Coupon p.a. | 11.50% |
Coupon Premium | 6.33% |
Coupon Yield | 5.17% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 05/12/2023 |
Date of maturity | 09/12/2024 |
Last trading day | 02/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 102.8000 |
Maximum yield | 1.64% |
Maximum yield p.a. | 4.10% |
Sideways yield | 1.64% |
Sideways yield p.a. | 4.10% |
Distance to Cap | 81.68 |
Distance to Cap in % | 63.60% |
Is Cap Level reached | No |
Distance to Barrier | 102.72 |
Distance to Barrier in % | 79.98% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 102.30 % |
Last Best Ask Price | 102.80 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,604 |
Average Sell Volume | 144,604 |
Average Buy Value | 147,929 USD |
Average Sell Value | 148,658 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |