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Barrier Reverse Convertible
Symbol:
RNVATV
ISIN:
CH1323527601
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
10:32:00 |
|
103.80 %
|
104.30 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 104.20 | ||||
| Diff. absolute / % | -0.40 | -0.38% | |||
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 | CH1323527601 |
| Valor | 132352760 |
| Symbol | RNVATV |
| Barrier | 47.82 USD |
| Cap | 79.71 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 14.00% |
| Coupon Premium | 8.86% |
| 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 |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
118.15 EUR
|
| Date | 16/07/24 13:19 |
| Ratio | 0.079707 |
| Cap | 79.71 USD |
| Barrier | 47.82 USD |
Key data
| Ask Price (basis for calculation) | 104.3000 |
| Maximum yield | 4.20% |
| Maximum yield p.a. | 6.60% |
| Sideways yield | 4.20% |
| Sideways yield p.a. | 6.60% |
| Distance to Cap | 48.72 |
| Distance to Cap in % | 37.94% |
| Is Cap Level reached | No |
| Distance to Barrier | 80.61 |
| Distance to Barrier in % | 62.77% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 103.90 % |
| Last Best Ask Price | 104.40 % |
| 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 | 150,213 USD |
| Average Sell Value | 150,942 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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