SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.70 | ||||
Diff. absolute / % | -0.70 | -0.70% |
Last Price | 99.30 | Volume | 10,000 | |
Time | 14:46:57 | Date | 20/08/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1341852072 |
Valor | 134185207 |
Symbol | RBAAYV |
Barrier | 23.72 USD |
Cap | 39.53 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) | 99.4000 |
Maximum yield | 5.23% |
Maximum yield p.a. | 7.76% |
Sideways yield | 5.23% |
Sideways yield p.a. | 7.76% |
Distance to Cap | -0.21 |
Distance to Cap in % | -0.53% |
Is Cap Level reached | No |
Distance to Barrier | 15.6 |
Distance to Barrier in % | 39.67% |
Is Barrier reached | No |
Average Spread | 0.52% |
Last Best Bid Price | 99.20 % |
Last Best Ask Price | 99.70 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,940 |
Average Sell Volume | 144,940 |
Average Buy Value | 143,852 USD |
Average Sell Value | 144,580 USD |
Spreads Availability Ratio | 99.92% |
Quote Availability | 99.92% |