SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:46:00 |
![]() |
96.40 %
|
96.90 %
|
USD |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 97.20 | ||||
Diff. absolute / % | -0.80 | -0.82% |
Last Price | 99.30 | Volume | 3,000 | |
Time | 10:19:15 | Date | 07/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1341851934 |
Valor | 134185193 |
Symbol | RSBABV |
Barrier | 46.61 USD |
Cap | 77.68 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 1.76% |
Coupon Yield | 5.24% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 27/05/2024 |
Date of maturity | 30/05/2025 |
Last trading day | 22/05/2025 |
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) | 96.9000 |
Maximum yield | 9.40% |
Maximum yield p.a. | 10.79% |
Sideways yield | 9.40% |
Sideways yield p.a. | 10.79% |
Distance to Cap | -4.95 |
Distance to Cap in % | -6.81% |
Is Cap Level reached | No |
Distance to Barrier | 26.12 |
Distance to Barrier in % | 35.91% |
Is Barrier reached | No |
Average Spread | 0.61% |
Last Best Bid Price | 97.20 % |
Last Best Ask Price | 97.70 % |
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 | 141,198 USD |
Average Sell Value | 141,969 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |