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Barrier Reverse Convertible
Symbol:
RLLAEV
ISIN:
CH1368270067
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 | 93.60 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 97.90 | Volume | 25,000 | |
| Time | 14:33:01 | Date | 31/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1368270067 |
| Valor | 136827006 |
| Symbol | RLLAEV |
| Barrier | 541.63 USD |
| Cap | 902.71 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 9.00% |
| Coupon Premium | 5.52% |
| Coupon Yield | 3.48% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 12/09/2024 |
| Date of maturity | 15/09/2026 |
| Last trading day | 08/09/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Eli Lilly & Co. |
| ISIN | US5324571083 |
| Price |
717.40 EUR
|
| Date | 22/11/24 22:59 |
| Ratio | 0.902706 |
| Cap | 902.71 USD |
| Barrier | 541.63 USD |
Key data
| Ask Price (basis for calculation) | 94.2000 |
| Maximum yield | 23.06% |
| Maximum yield p.a. | 12.72% |
| Sideways yield | 23.06% |
| Sideways yield p.a. | 12.72% |
| Distance to Cap | -150.25 |
| Distance to Cap in % | -19.97% |
| Is Cap Level reached | No |
| Distance to Barrier | 210.83 |
| Distance to Barrier in % | 28.02% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 1.58% |
| Last Best Bid Price | 93.60 % |
| Last Best Ask Price | 94.10 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 141,300 |
| Average Sell Volume | 141,300 |
| Average Buy Value | 132,168 USD |
| Average Sell Value | 133,252 USD |
| Spreads Availability Ratio | 99.00% |
| Quote Availability | 99.00% |
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