SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:12:00 |
![]() |
99.80 %
|
100.30 %
|
USD |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 100.30 | ||||
Diff. absolute / % | -0.50 | -0.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1323527593 |
Valor | 132352759 |
Symbol | RMEAAV |
Barrier | 290.00 USD |
Cap | 483.34 USD |
Quotation in percent | Yes |
Coupon p.a. | 10.50% |
Coupon Premium | 5.36% |
Coupon Yield | 5.14% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 28/02/2024 |
Date of maturity | 05/03/2025 |
Last trading day | 26/02/2025 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.3000 |
Maximum yield | 6.11% |
Maximum yield p.a. | 9.62% |
Sideways yield | 6.11% |
Sideways yield p.a. | 9.62% |
Distance to Cap | 12.96 |
Distance to Cap in % | 2.61% |
Is Cap Level reached | No |
Distance to Barrier | 206.3 |
Distance to Barrier in % | 41.57% |
Is Barrier reached | No |
Average Spread | 0.52% |
Last Best Bid Price | 99.80 % |
Last Best Ask Price | 100.30 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 145,140 |
Average Sell Volume | 145,140 |
Average Buy Value | 144,723 USD |
Average Sell Value | 145,452 USD |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |