SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:17:00 |
![]() |
92.80 %
|
93.30 %
|
CHF |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 94.31 | ||||
Diff. absolute / % | -1.51 | -1.60% |
Last Price | 87.11 | Volume | 1,000 | |
Time | 16:35:47 | Date | 17/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1323527676 |
Valor | 132352767 |
Symbol | RSTADV |
Barrier | 88.88 CHF |
Cap | 148.14 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.50% |
Coupon Premium | 4.17% |
Coupon Yield | 1.33% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/02/2024 |
Date of maturity | 05/03/2025 |
Last trading day | 26/02/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 93.3000 |
Maximum yield | 10.69% |
Maximum yield p.a. | 16.82% |
Sideways yield | 10.69% |
Sideways yield p.a. | 16.82% |
Distance to Cap | -33.44 |
Distance to Cap in % | -29.15% |
Is Cap Level reached | No |
Distance to Barrier | 25.82 |
Distance to Barrier in % | 22.51% |
Is Barrier reached | No |
Average Spread | 0.33% |
Last Best Bid Price | 94.00 % |
Last Best Ask Price | 94.31 % |
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 | 474,201 CHF |
Average Sell Value | 475,749 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |