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Barrier Reverse Convertible
Symbol:
RMRAEV
ISIN:
CH1368267360
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 | 104.10 | ||||
| Diff. absolute / % | 0.50 | +0.48% | |||
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 | CH1368267360 |
| Valor | 136826736 |
| Symbol | RMRAEV |
| Barrier | 41.93 USD |
| Cap | 76.24 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 13.50% |
| Coupon Premium | 9.41% |
| Coupon Yield | 4.09% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 06/09/2024 |
| Date of maturity | 08/12/2025 |
| Last trading day | 01/12/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Marvell Technology Group Ltd. |
| ISIN | US5738741041 |
| Price |
88.89 EUR
|
| Date | 22/11/24 22:59 |
| Ratio | 0.07624 |
| Cap | 76.24 USD |
| Barrier | 41.93 USD |
Key data
| Ask Price (basis for calculation) | 104.8000 |
| Maximum yield | 11.48% |
| Maximum yield p.a. | 11.00% |
| Sideways yield | 11.48% |
| Sideways yield p.a. | 11.00% |
| Distance to Cap | 16.51 |
| Distance to Cap in % | 17.80% |
| Is Cap Level reached | No |
| Distance to Barrier | 50.82 |
| Distance to Barrier in % | 54.79% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 1.06% |
| Last Best Bid Price | 103.10 % |
| Last Best Ask Price | 104.10 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 144,054 |
| Average Sell Volume | 144,054 |
| Average Buy Value | 148,521 USD |
| Average Sell Value | 149,967 USD |
| Spreads Availability Ratio | 99.01% |
| Quote Availability | 99.01% |
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