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Barrier Reverse Convertible
Symbol:
RA2AAV
ISIN:
CH1368264920
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.11.24
11:01:00 |
|
100.40 %
|
100.71 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 100.41 | ||||
| Diff. absolute / % | -0.11 | -0.11% | |||
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 | CH1368264920 |
| Valor | 136826492 |
| Symbol | RA2AAV |
| Barrier | 1.37 EUR |
| Cap | 1.96 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 5.50% |
| Coupon Premium | 2.56% |
| 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 | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | A2A S.p.A. |
| ISIN | IT0001233417 |
| Price |
2.04 EUR
|
| Date | 14/11/24 11:17 |
| Ratio | 0.001955 |
| Cap | 1.955 EUR |
| Barrier | 1.3685 EUR |
Key data
| Ask Price (basis for calculation) | 103.1100 |
| Maximum yield | 1.02% |
| Maximum yield p.a. | 1.34% |
| Sideways yield | 1.02% |
| Sideways yield p.a. | 1.34% |
| Distance to Cap | 0.03 |
| Distance to Cap in % | 1.51% |
| Is Cap Level reached | No |
| Distance to Barrier | 0.6165 |
| Distance to Barrier in % | 31.06% |
| Is Barrier reached | No |
market maker quality Date: 13/11/2024
| Average Spread | 0.31% |
| Last Best Bid Price | 100.10 % |
| Last Best Ask Price | 100.41 % |
| 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 | 500,380 EUR |
| Average Sell Value | 501,930 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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