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Barrier Reverse Convertible
Symbol:
RNVAUV
ISIN:
CH1323533591
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
10:41:00 |
|
105.20 %
|
105.70 %
|
CHF |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 105.50 | ||||
| Diff. absolute / % | -0.30 | -0.28% | |||
Determined prices
| Last Price | 99.80 | Volume | 50,000 | |
| Time | 12:13:44 | Date | 15/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1323533591 |
| Valor | 132353359 |
| Symbol | RNVAUV |
| Barrier | 49.70 USD |
| Cap | 90.36 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 11.00% |
| Coupon Premium | 9.82% |
| Coupon Yield | 1.19% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/04/2024 |
| Date of maturity | 04/04/2025 |
| Last trading day | 28/03/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
117.92 EUR
|
| Date | 16/07/24 13:49 |
| Ratio | 0.090356 |
| Cap | 90.36 USD |
| Barrier | 49.70 USD |
Key data
| Ask Price (basis for calculation) | 105.7000 |
| Maximum yield | 2.02% |
| Maximum yield p.a. | 2.81% |
| Sideways yield | 2.02% |
| Sideways yield p.a. | 2.81% |
| Distance to Cap | 38.07 |
| Distance to Cap in % | 29.64% |
| Is Cap Level reached | No |
| Distance to Barrier | 78.73 |
| Distance to Barrier in % | 61.30% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 105.20 % |
| Last Best Ask Price | 105.70 % |
| 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 | 152,120 CHF |
| Average Sell Value | 152,849 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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