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Barrier Reverse Convertible
Symbol:
RRRABV
ISIN:
CH1368264722
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 | 100.50 | ||||
| Diff. absolute / % | 0.09 | +0.09% | |||
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 | CH1368264722 |
| Valor | 136826472 |
| Symbol | RRRABV |
| Barrier | 3.35 GBP |
| Cap | 4.79 GBP |
| Quotation in percent | Yes |
| Coupon p.a. | 7.50% |
| Coupon Premium | 4.56% |
| Coupon Yield | 2.94% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 13/08/2024 |
| Date of maturity | 18/08/2025 |
| Last trading day | 11/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Rolls-Royce Holdings Plc. |
| ISIN | GB00B63H8491 |
| Price |
6.636 EUR
|
| Date | 23/11/24 13:03 |
| Ratio | 0.004792 |
| Cap | 4.792 GBP |
| Barrier | 3.354 GBP |
Key data
| Ask Price (basis for calculation) | 100.7100 |
| Maximum yield | 4.69% |
| Maximum yield p.a. | 6.36% |
| Sideways yield | 4.69% |
| Sideways yield p.a. | 6.36% |
| Distance to Cap | 0.616 |
| Distance to Cap in % | 11.39% |
| Is Cap Level reached | No |
| Distance to Barrier | 2.054 |
| Distance to Barrier in % | 37.98% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.31% |
| Last Best Bid Price | 100.00 % |
| Last Best Ask Price | 100.31 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 486,886 |
| Average Sell Volume | 486,886 |
| Average Buy Value | 486,974 EUR |
| Average Sell Value | 488,482 EUR |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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