SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:58:00 |
![]() |
97.60 %
|
98.10 %
|
USD |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 98.30 | ||||
Diff. absolute / % | -0.70 | -0.71% |
Last Price | 99.70 | Volume | 10,000 | |
Time | 09:15:41 | Date | 29/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1341845027 |
Valor | 134184502 |
Symbol | RSBAAV |
Barrier | 45.67 USD |
Cap | 76.11 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.25% |
Coupon Premium | 2.02% |
Coupon Yield | 5.23% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 16/05/2024 |
Date of maturity | 19/05/2025 |
Last trading day | 12/05/2025 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 98.0000 |
Maximum yield | 8.16% |
Maximum yield p.a. | 9.71% |
Sideways yield | 8.16% |
Sideways yield p.a. | 9.71% |
Distance to Cap | -3.38 |
Distance to Cap in % | -4.65% |
Is Cap Level reached | No |
Distance to Barrier | 27.06 |
Distance to Barrier in % | 37.21% |
Is Barrier reached | No |
Average Spread | 0.61% |
Last Best Bid Price | 98.30 % |
Last Best Ask Price | 98.80 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 145,139 |
Average Sell Volume | 145,139 |
Average Buy Value | 142,789 USD |
Average Sell Value | 143,560 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |