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Barrier Reverse Convertible
Symbol:
RPFACV
ISIN:
CH1366413123
Issuer:
Bank Vontobel
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 | 98.50 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 97.90 | Volume | 10,000 | |
| Time | 15:42:46 | Date | 15/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1366413123 |
| Valor | 136641312 |
| Symbol | RPFACV |
| Barrier | 17.69 USD |
| Cap | 29.48 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 9.07% |
| Coupon Premium | 4.50% |
| Coupon Yield | 4.57% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 29/07/2024 |
| Date of maturity | 30/01/2026 |
| Last trading day | 23/01/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Pfizer Inc. |
| ISIN | US7170811035 |
| Price |
24.57 EUR
|
| Date | 22/11/24 22:59 |
| Ratio | 0.005896 |
| Cap | 29.48 USD |
| Barrier | 17.688 USD |
Key data
| Ask Price (basis for calculation) | 101.0000 |
| Maximum yield | 12.52% |
| Maximum yield p.a. | 10.53% |
| Sideways yield | 12.52% |
| Sideways yield p.a. | 10.53% |
| Distance to Cap | -3.85 |
| Distance to Cap in % | -15.02% |
| Is Cap Level reached | No |
| Distance to Barrier | 7.942 |
| Distance to Barrier in % | 30.99% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.83% |
| Last Best Bid Price | 98.50 % |
| Last Best Ask Price | 99.30 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,808 |
| Average Sell Volume | 145,808 |
| Average Buy Value | 143,729 USD |
| Average Sell Value | 144,899 USD |
| Spreads Availability Ratio | 99.01% |
| Quote Availability | 99.01% |
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