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Multi Barrier Reverse Convertible
Symbol:
RMASNV
ISIN:
CH1315853171
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:19:00 |
|
103.40 %
|
104.20 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 103.10 | ||||
| Diff. absolute / % | 0.30 | +0.29% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1315853171 |
| Valor | 131585317 |
| Symbol | RMASNV |
| Quotation in percent | Yes |
| Coupon p.a. | 9.25% |
| Coupon Premium | 4.96% |
| Coupon Yield | 4.29% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 08/02/2024 |
| Date of maturity | 09/02/2026 |
| Last trading day | 02/02/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 104.2000 |
| Maximum yield | 9.54% |
| Maximum yield p.a. | 6.08% |
| Sideways yield | 9.54% |
| Sideways yield p.a. | 6.08% |
market maker quality Date: 15/07/2024
| Average Spread | 0.78% |
| Last Best Bid Price | 103.10 % |
| Last Best Ask Price | 103.90 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 148,025 |
| Average Sell Volume | 148,025 |
| Average Buy Value | 152,222 USD |
| Average Sell Value | 153,408 USD |
| Spreads Availability Ratio | 99.81% |
| Quote Availability | 99.81% |
Underlyings
| Name | JPMorgan Chase & Co. | Goldman Sachs Group Inc. | BlackRock Inc. |
| ISIN | US46625H1005 | US38141G1040 | US09247X1019 |
| Price |
193.54 EUR
|
450.35 EUR
|
754.40 EUR
|
| Date | 16/07/24 14:36 | 16/07/24 14:36 | 16/07/24 14:36 |
| Cap | 174.73 USD | 387.86 USD | 788.00 USD |
| Distance to Cap | 35.38 | 104.77 | 35.18 |
| Distance to Cap in % | 16.84% | 21.27% | 4.27% |
| Is Cap Level reached | No | No | No |
| Barrier | 96.10 USD | 213.32 USD | 433.40 USD |
| Distance to Barrier | 114.01 | 279.31 | 389.78 |
| Distance to Barrier in % | 54.26% | 56.70% | 47.35% |
| Is Barrier reached | No | No | No |
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