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Barrier Reverse Convertible
Symbol:
RSAACV
ISIN:
CH1323527189
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
10:39:00 |
|
100.60 %
|
100.91 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 100.90 | ||||
| Diff. absolute / % | -0.30 | -0.30% | |||
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 | CH1323527189 |
| Valor | 132352718 |
| Symbol | RSAACV |
| Barrier | 110.08 EUR |
| Cap | 169.36 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 5.25% |
| Coupon Premium | 1.76% |
| Coupon Yield | 3.49% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 27/02/2024 |
| Date of maturity | 03/03/2025 |
| Last trading day | 24/02/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | SAP SE |
| ISIN | DE0007164600 |
| Price |
224.575 EUR
|
| Date | 22/11/24 10:58 |
| Ratio | 0.16936 |
| Cap | 169.36 EUR |
| Barrier | 110.08 EUR |
Key data
| Ask Price (basis for calculation) | 100.9100 |
| Maximum yield | 0.52% |
| Maximum yield p.a. | 1.87% |
| Sideways yield | 0.52% |
| Sideways yield p.a. | 1.87% |
| Distance to Cap | 56.14 |
| Distance to Cap in % | 24.90% |
| Is Cap Level reached | No |
| Distance to Barrier | 115.42 |
| Distance to Barrier in % | 51.18% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 100.60 % |
| Last Best Ask Price | 100.91 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,940 |
| Average Sell Volume | 494,940 |
| Average Buy Value | 497,910 EUR |
| Average Sell Value | 499,446 EUR |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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