SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
15:56:00 |
![]() |
98.30 %
|
98.60 %
|
CHF |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 98.30 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 98.20 | Volume | 5,000 | |
Time | 17:07:06 | Date | 25/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1333286875 |
Valor | 133328687 |
Symbol | RFIADV |
Barrier | 46.17 CHF |
Cap | 65.95 CHF |
Quotation in percent | Yes |
Coupon p.a. | 4.25% |
Coupon Premium | 3.10% |
Coupon Yield | 1.15% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/04/2024 |
Date of maturity | 14/04/2025 |
Last trading day | 07/04/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 98.4000 |
Maximum yield | 4.79% |
Maximum yield p.a. | 6.43% |
Sideways yield | 4.79% |
Sideways yield p.a. | 6.43% |
Distance to Cap | -3.75 |
Distance to Cap in % | -6.03% |
Is Cap Level reached | No |
Distance to Barrier | 16.03 |
Distance to Barrier in % | 25.77% |
Is Barrier reached | No |
Average Spread | 0.31% |
Last Best Bid Price | 98.00 % |
Last Best Ask Price | 98.30 % |
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 | 490,416 CHF |
Average Sell Value | 491,916 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |