Barrier Reverse Convertible

Termsheet  
Symbol: RDOARV
Underlyings: DOCMORRIS AG
ISIN: CH1354577913
Issuer:
Bank Vontobel
Trade

Chart

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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 70.11
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 73.60 Volume 10,000
Time 09:16:29 Date 10/10/2024

More Product Information

Details Underlying Information & Tools

Core Data

Name Barrier Reverse Convertible
ISIN CH1354577913
Valor 135457791
Symbol RDOARV
Barrier 28.91 CHF
Cap 57.82 CHF
Quotation in percent Yes
Coupon p.a. 14.00%
Coupon Premium 12.83%
Coupon Yield 1.17%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (DOCMORRIS AG - 21/11/2024)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 18/06/2024
Date of maturity 23/06/2025
Last trading day 16/06/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Vontobel

Underlyings

Name DOCMORRIS AG
ISIN CH0042615283
Price 29.5400 CHF
Date 22/11/24 17:30
Ratio 0.05782
Cap 57.82 CHF
Barrier 28.91 CHF

Key data

Sideways yield p.a. -
Distance to Cap -28.36
Distance to Cap in % -96.27%
Is Cap Level reached No
Distance to Barrier 0.370001
Distance to Barrier in % 1.26%
Is Barrier reached Yes

market maker quality Date: 20/11/2024

Average Spread 2.29%
Last Best Bid Price 64.20 %
Last Best Ask Price 66.30 %
Last Best Bid Volume 500,000
Last Best Ask Volume 5,000,000
Average Buy Volume 500,000
Average Sell Volume 5,000,000
Average Buy Value 324,000 CHF
Average Sell Value 3,315,000 CHF
Spreads Availability Ratio 0.03%
Quote Availability 99.37%

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