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Barrier Reverse Convertible
Symbol:
RNVAEV
ISIN:
CH1354580701
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.05.25
15:34:00 |
|
97.10 %
|
97.90 %
|
USD |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 97.00 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1354580701 |
| Valor | 135458070 |
| Symbol | RNVAEV |
| Barrier | 75.50 USD |
| Cap | 125.83 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 17.00% |
| Coupon Premium | 12.12% |
| Coupon Yield | 4.88% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 11/07/2024 |
| Date of maturity | 14/10/2025 |
| Last trading day | 06/10/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
100.55 EUR
|
| Date | 05/05/25 15:48 |
| Ratio | 0.12583 |
| Cap | 125.83 USD |
| Barrier | 75.50 USD |
Key data
| Ask Price (basis for calculation) | 91.7000 |
| Maximum yield | 18.46% |
| Maximum yield p.a. | 41.59% |
| Sideways yield | 18.46% |
| Sideways yield p.a. | 41.59% |
| Distance to Cap | -23.34 |
| Distance to Cap in % | -22.77% |
| Is Cap Level reached | No |
| Distance to Barrier | 26.99 |
| Distance to Barrier in % | 26.33% |
| Is Barrier reached | No |
market maker quality Date: 02/05/2025
| Average Spread | 1.06% |
| Last Best Bid Price | 97.00 % |
| Last Best Ask Price | 98.00 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 278,800 |
| Average Sell Volume | 278,800 |
| Average Buy Value | 269,365 USD |
| Average Sell Value | 272,163 USD |
| Spreads Availability Ratio | 96.96% |
| Quote Availability | 96.96% |
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