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Barrier Reverse Convertible
Symbol:
RNVAHV
ISIN:
CH1317181084
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
10:32:00 |
|
102.90 %
|
103.40 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 103.00 | ||||
| Diff. absolute / % | -0.10 | -0.10% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1317181084 |
| Valor | 131718108 |
| Symbol | RNVAHV |
| Barrier | 37.17 USD |
| Cap | 61.94 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 11.25% |
| Coupon Premium | 6.53% |
| Coupon Yield | 4.72% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 05/02/2024 |
| Date of maturity | 10/02/2025 |
| Last trading day | 03/02/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
118.05 EUR
|
| Date | 16/07/24 13:29 |
| Ratio | 0.061942 |
| Cap | 61.94 USD |
| Barrier | 37.17 USD |
Key data
| Ask Price (basis for calculation) | 103.4000 |
| Maximum yield | 2.81% |
| Maximum yield p.a. | 4.90% |
| Sideways yield | 2.81% |
| Sideways yield p.a. | 4.90% |
| Distance to Cap | 66.49 |
| Distance to Cap in % | 51.77% |
| Is Cap Level reached | No |
| Distance to Barrier | 91.26 |
| Distance to Barrier in % | 71.06% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.51% |
| Last Best Bid Price | 103.00 % |
| Last Best Ask Price | 103.50 % |
| 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 | 148,863 USD |
| Average Sell Value | 149,592 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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