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Barrier Reverse Convertible
Symbol:
RBPAAV
ISIN:
CH1341851728
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
10:54:00 |
|
97.00 %
|
97.31 %
|
GBP |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 96.80 | ||||
| Diff. absolute / % | 0.10 | +0.10% | |||
Determined prices
| Last Price | 96.81 | Volume | 65,000 | |
| Time | 16:53:57 | Date | 08/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| 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 |
Underlyings
| Name | BP Plc. |
| ISIN | GB0007980591 |
| Price |
4.7178 EUR
|
| Date | 22/11/24 11:17 |
| Ratio | 0.004836 |
| Cap | 4.8365 GBP |
| Barrier | 2.9019 GBP |
Key data
| Ask Price (basis for calculation) | 97.1100 |
| Maximum yield | 5.87% |
| Maximum yield p.a. | 11.34% |
| Sideways yield | 5.87% |
| Sideways yield p.a. | 11.34% |
| Distance to Cap | -0.9505 |
| Distance to Cap in % | -24.46% |
| Is Cap Level reached | No |
| Distance to Barrier | 0.9841 |
| Distance to Barrier in % | 25.32% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 95.90 % |
| Last Best Ask Price | 96.21 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 486,970 |
| Average Sell Volume | 486,970 |
| Average Buy Value | 467,846 GBP |
| Average Sell Value | 469,354 GBP |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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