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Barrier Reverse Convertible
Symbol:
RCAABV
ISIN:
CH1333286115
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 99.70 | ||||
| Diff. absolute / % | -0.10 | -0.10% | |||
Determined prices
| Last Price | 99.10 | Volume | 10,000 | |
| Time | 15:03:38 | Date | 09/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1333286115 |
| Valor | 133328611 |
| Symbol | RCAABV |
| Barrier | 9.65 EUR |
| Cap | 16.09 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 6.00% |
| Coupon Premium | 2.56% |
| Coupon Yield | 3.44% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 02/04/2024 |
| Date of maturity | 03/04/2025 |
| Last trading day | 27/03/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Carrefour S.A. |
| ISIN | FR0000120172 |
| Price |
14.1425 EUR
|
| Date | 16/07/24 17:55 |
| Ratio | 0.016086 |
| Cap | 16.086 EUR |
| Barrier | 9.652 EUR |
Key data
| Ask Price (basis for calculation) | 99.8000 |
| Maximum yield | 4.42% |
| Maximum yield p.a. | 6.19% |
| Sideways yield | 4.42% |
| Sideways yield p.a. | 6.19% |
| Distance to Cap | -1.941 |
| Distance to Cap in % | -13.72% |
| Is Cap Level reached | No |
| Distance to Barrier | 4.493 |
| Distance to Barrier in % | 31.76% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.30% |
| Last Best Bid Price | 99.60 % |
| Last Best Ask Price | 99.90 % |
| 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 | 497,075 EUR |
| Average Sell Value | 498,575 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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