Barrier Reverse Convertible

Termsheet  
Symbol: RHOAEV
Underlyings: Holcim AG
ISIN: CH1317180003
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 100.90
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 CH1317180003
Valor 131718000
Symbol RHOAEV
Barrier 45.95 CHF
Cap 65.64 CHF
Quotation in percent Yes
Coupon p.a. 4.00%
Coupon Premium 2.66%
Coupon Yield 1.34%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/02/2024
Date of maturity 10/02/2025
Last trading day 03/02/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Vontobel

Underlyings

Name Holcim AG
ISIN CH0012214059
Price 90.8000 CHF
Date 22/11/24 17:30
Ratio 0.06564
Cap 65.64 CHF
Barrier 45.95 CHF

Key data

Ask Price (basis for calculation) 100.8100
Maximum yield 0.06%
Maximum yield p.a. 0.29%
Sideways yield 0.06%
Sideways yield p.a. 0.29%
Distance to Cap 25.06
Distance to Cap in % 27.63%
Is Cap Level reached No
Distance to Barrier 44.75
Distance to Barrier in % 49.34%
Is Barrier reached No

market maker quality Date: 20/11/2024

Average Spread 0.50%
Last Best Bid Price 100.40 %
Last Best Ask Price 100.90 %
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 500,000
Average Sell Volume 500,000
Average Buy Value 502,000 CHF
Average Sell Value 504,500 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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