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Barrier Reverse Convertible
Symbol:
RBRABV
ISIN:
CH1341851736
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 | 87.01 | ||||
| Diff. absolute / % | -3.81 | -4.38% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1341851736 |
| Valor | 134185173 |
| Symbol | RBRABV |
| Barrier | 6.23 GBP |
| Cap | 10.38 GBP |
| Quotation in percent | Yes |
| Coupon p.a. | 8.75% |
| Coupon Premium | 3.87% |
| 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 | Burberry Group Plc. |
| ISIN | GB0031743007 |
| Price |
8.584 EUR
|
| Date | 16/07/24 19:27 |
| Ratio | 0.010375 |
| Cap | 10.375 GBP |
| Barrier | 6.225 GBP |
Key data
| Ask Price (basis for calculation) | 82.7100 |
| Maximum yield | 29.70% |
| Maximum yield p.a. | 34.09% |
| Sideways yield | 29.70% |
| Sideways yield p.a. | 34.09% |
| Distance to Cap | -0.14 |
| Distance to Cap in % | -1.37% |
| Is Cap Level reached | No |
| Distance to Barrier | 0.960999 |
| Distance to Barrier in % | 13.37% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.93% |
| Last Best Bid Price | 86.10 % |
| Last Best Ask Price | 87.01 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 486,446 |
| Average Sell Volume | 486,446 |
| Average Buy Value | 417,369 GBP |
| Average Sell Value | 421,230 GBP |
| Spreads Availability Ratio | 99.99% |
| Quote Availability | 99.99% |
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