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Barrier Reverse Convertible
Symbol:
RRDACV
ISIN:
CH1368265018
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 | 99.70 | ||||
| Diff. absolute / % | 0.39 | +0.39% | |||
Determined prices
| Last Price | 99.91 | Volume | 5,000 | |
| Time | 11:11:48 | Date | 07/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1368265018 |
| Valor | 136826501 |
| Symbol | RRDACV |
| Barrier | 22.94 EUR |
| Cap | 32.77 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 5.50% |
| Coupon Premium | 2.55% |
| Coupon Yield | 2.95% |
| 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 | Royal Dutch Shell Plc. (AMS) |
| Price |
31.625 EUR
|
| Date | 22/11/24 22:58 |
| Ratio | 0.032765 |
| Cap | 32.765 EUR |
| Barrier | 22.936 EUR |
Key data
| Ask Price (basis for calculation) | 100.1100 |
| Maximum yield | 3.88% |
| Maximum yield p.a. | 5.27% |
| Sideways yield | 3.88% |
| Sideways yield p.a. | 5.27% |
| Distance to Cap | -1.24 |
| Distance to Cap in % | -3.93% |
| Is Cap Level reached | No |
| Distance to Barrier | 8.589 |
| Distance to Barrier in % | 27.25% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.31% |
| Last Best Bid Price | 99.00 % |
| Last Best Ask Price | 99.31 % |
| 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 | 495,837 EUR |
| Average Sell Value | 497,386 EUR |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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