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Barrier Reverse Convertible
Symbol:
RNVABV
ISIN:
CH1308712640
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
10:32:00 |
|
105.20 %
|
106.00 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 105.60 | ||||
| Diff. absolute / % | -0.40 | -0.38% | |||
Determined prices
| Last Price | 105.80 | Volume | 15,000 | |
| Time | 10:13:08 | Date | 05/06/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1308712640 |
| Valor | 130871264 |
| Symbol | RNVABV |
| Barrier | 32.72 USD |
| Cap | 59.49 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 11.75% |
| Coupon Premium | 7.06% |
| Coupon Yield | 4.69% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 25/01/2024 |
| Date of maturity | 28/04/2025 |
| Last trading day | 17/04/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
118.13 EUR
|
| Date | 16/07/24 13:16 |
| Ratio | 0.059491 |
| Cap | 59.49 USD |
| Barrier | 32.72 USD |
Key data
| Ask Price (basis for calculation) | 106.0000 |
| Maximum yield | 5.48% |
| Maximum yield p.a. | 6.99% |
| Sideways yield | 5.48% |
| Sideways yield p.a. | 6.99% |
| Distance to Cap | 68.94 |
| Distance to Cap in % | 53.68% |
| Is Cap Level reached | No |
| Distance to Barrier | 95.71 |
| Distance to Barrier in % | 74.52% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 105.20 % |
| Last Best Ask Price | 106.00 % |
| 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 | 152,123 USD |
| Average Sell Value | 153,289 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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