SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
13:58:00 |
![]() |
98.30 %
|
98.80 %
|
USD |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 98.70 | ||||
Diff. absolute / % | -0.40 | -0.41% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1361308583 |
Valor | 136130858 |
Symbol | RGSABV |
Barrier | 336.67 USD |
Cap | 480.95 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 2.09% |
Coupon Yield | 4.91% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 15/07/2024 |
Date of maturity | 18/07/2025 |
Last trading day | 11/07/2025 |
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) | 99.0000 |
Maximum yield | 8.12% |
Maximum yield p.a. | 8.08% |
Sideways yield | 8.12% |
Sideways yield p.a. | 8.08% |
Distance to Cap | 11.68 |
Distance to Cap in % | 2.37% |
Is Cap Level reached | No |
Distance to Barrier | 155.96 |
Distance to Barrier in % | 31.66% |
Is Barrier reached | No |
Average Spread | 0.53% |
Last Best Bid Price | 98.20 % |
Last Best Ask Price | 98.70 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 145,095 |
Average Sell Volume | 145,095 |
Average Buy Value | 142,120 USD |
Average Sell Value | 142,850 USD |
Spreads Availability Ratio | 99.81% |
Quote Availability | 99.81% |