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Barrier Reverse Convertible
Symbol:
RENAFV
ISIN:
CH1361308393
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:08:00 |
|
98.90 %
|
99.40 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 99.40 | ||||
| Diff. absolute / % | -0.60 | -0.60% | |||
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 | CH1361308393 |
| Valor | 136130839 |
| Symbol | RENAFV |
| Barrier | 4.76 EUR |
| Cap | 6.80 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 5.25% |
| Coupon Premium | 1.94% |
| Coupon Yield | 3.31% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 15/07/2024 |
| Date of maturity | 18/07/2025 |
| Last trading day | 11/07/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Enel S.p.A. |
| ISIN | IT0003128367 |
| Price |
6.74 EUR
|
| Date | 16/07/24 16:28 |
| Ratio | 0.006796 |
| Cap | 6.796 EUR |
| Barrier | 4.757 EUR |
Key data
| Ask Price (basis for calculation) | 99.3000 |
| Maximum yield | 6.02% |
| Maximum yield p.a. | 5.99% |
| Sideways yield | 6.02% |
| Sideways yield p.a. | 5.99% |
| Distance to Cap | -0.0050001 |
| Distance to Cap in % | -0.07% |
| Is Cap Level reached | No |
| Distance to Barrier | 2.034 |
| Distance to Barrier in % | 29.95% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 98.90 % |
| Last Best Ask Price | 99.40 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 494,761 EUR |
| Average Sell Value | 497,261 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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