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Barrier Reverse Convertible
Symbol:
RLUAAV
ISIN:
CH1368264409
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.11.24
16:51:00 |
|
104.40 %
|
104.90 %
|
USD |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 104.20 | ||||
| Diff. absolute / % | 0.20 | +0.19% | |||
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 | CH1368264409 |
| Valor | 136826440 |
| Symbol | RLUAAV |
| Barrier | 133.06 USD |
| Cap | 241.92 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 12.50% |
| Coupon Premium | 8.09% |
| Coupon Yield | 4.41% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 12/08/2024 |
| Date of maturity | 15/08/2025 |
| Last trading day | 08/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Lululemon Athletica Inc. |
| ISIN | US5500211090 |
| Price |
313.60 EUR
|
| Date | 14/11/24 17:14 |
| Ratio | 0.24192 |
| Cap | 241.92 USD |
| Barrier | 133.06 USD |
Key data
| Ask Price (basis for calculation) | 105.8000 |
| Maximum yield | 3.29% |
| Maximum yield p.a. | 4.38% |
| Sideways yield | 3.29% |
| Sideways yield p.a. | 4.38% |
| Distance to Cap | 86.7 |
| Distance to Cap in % | 26.38% |
| Is Cap Level reached | No |
| Distance to Barrier | 195.56 |
| Distance to Barrier in % | 59.51% |
| Is Barrier reached | No |
market maker quality Date: 13/11/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 104.20 % |
| Last Best Ask Price | 104.70 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 144,839 |
| Average Sell Volume | 144,839 |
| Average Buy Value | 150,735 USD |
| Average Sell Value | 151,476 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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