SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
27.09.24
08:53:00 |
95.10 %
|
99.20 %
|
CHF | |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 96.30 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Defender Vonti |
ISIN | CH1354572575 |
Valor | 135457257 |
Symbol | RGMAEV |
Barrier | 14.11 USD |
Cap | 28.22 USD |
Quotation in percent | Yes |
Coupon p.a. | 21.00% |
Coupon Premium | 19.72% |
Coupon Yield | 1.28% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 13/06/2024 |
Date of maturity | 16/06/2025 |
Last trading day | 06/06/2025 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | Yes |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 96.3000 |
Maximum yield | 20.32% |
Maximum yield p.a. | 28.20% |
Sideways yield | 20.32% |
Sideways yield p.a. | 28.20% |
Distance to Cap | -5.66 |
Distance to Cap in % | -25.09% |
Is Cap Level reached | No |
Distance to Barrier | 8.17 |
Distance to Barrier in % | 36.67% |
Is Barrier reached | No |
Average Spread | 2.80% |
Last Best Bid Price | 95.50 % |
Last Best Ask Price | 96.30 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,908 |
Average Sell Volume | 144,908 |
Average Buy Value | 138,924 CHF |
Average Sell Value | 141,023 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |