SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
13:03:00 |
![]() |
97.60 %
|
97.91 %
|
GBP |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 98.30 | ||||
Diff. absolute / % | -0.70 | -0.71% |
Last Price | 98.30 | Volume | 30,000 | |
Time | 13:35:39 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1341851728 |
Valor | 134185172 |
Symbol | RBPAAV |
Barrier | 2.90 GBP |
Cap | 4.84 GBP |
Quotation in percent | Yes |
Coupon p.a. | 5.75% |
Coupon Premium | 0.87% |
Coupon Yield | 4.88% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Pound Sterling |
First Trading Date | 27/05/2024 |
Date of maturity | 30/05/2025 |
Last trading day | 22/05/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 98.0100 |
Maximum yield | 7.09% |
Maximum yield p.a. | 8.13% |
Sideways yield | 7.09% |
Sideways yield p.a. | 8.13% |
Distance to Cap | -0.3425 |
Distance to Cap in % | -7.62% |
Is Cap Level reached | No |
Distance to Barrier | 1.5921 |
Distance to Barrier in % | 35.43% |
Is Barrier reached | No |
Average Spread | 0.32% |
Last Best Bid Price | 98.00 % |
Last Best Ask Price | 98.31 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 486,971 |
Average Sell Volume | 486,971 |
Average Buy Value | 476,236 GBP |
Average Sell Value | 477,744 GBP |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |