Barrier Reverse Convertible

Termsheet  
Symbol: RSRAEV
Underlyings: Swiss RE AG
ISIN: CH1369184549
Issuer:
Bank Vontobel
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

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 101.90
Diff. absolute / % 0.30 +0.29%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Barrier Reverse Convertible
ISIN CH1369184549
Valor 136918454
Symbol RSRAEV
Barrier 82.37 CHF
Cap 100.45 CHF
Quotation in percent Yes
Coupon p.a. 10.00%
Coupon Premium 9.14%
Coupon Yield 0.86%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 09/08/2024
Date of maturity 12/02/2025
Last trading day 05/02/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Vontobel

Underlyings

Name Swiss RE AG
ISIN CH0126881561
Price 128.30 CHF
Date 22/11/24 17:30
Ratio 0.02009
Cap 100.45 CHF
Barrier 82.37 CHF

Key data

Ask Price (basis for calculation) 101.9000
Maximum yield 0.33%
Maximum yield p.a. 1.47%
Sideways yield 0.33%
Sideways yield p.a. 1.47%
Distance to Cap 27.95
Distance to Cap in % 21.77%
Is Cap Level reached No
Distance to Barrier 46.03
Distance to Barrier in % 35.85%
Is Barrier reached No

market maker quality Date: 20/11/2024

Average Spread 0.49%
Last Best Bid Price 101.40 %
Last Best Ask Price 101.90 %
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 507,089 CHF
Average Sell Value 509,589 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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