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Barrier Reverse Convertible
Symbol:
RENAKV
ISIN:
CH1377800086
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
12:12:00 |
|
98.40 %
|
98.71 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 98.21 | ||||
| Diff. absolute / % | 0.29 | +0.30% | |||
Determined prices
| Last Price | 98.51 | Volume | 5,000 | |
| Time | 11:11:42 | Date | 07/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1377800086 |
| Valor | 137780008 |
| Symbol | RENAKV |
| Barrier | 4.95 EUR |
| Cap | 7.07 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 5.00% |
| Coupon Premium | 2.21% |
| Coupon Yield | 2.79% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 10/09/2024 |
| Date of maturity | 15/09/2025 |
| Last trading day | 08/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Enel S.p.A. |
| ISIN | IT0003128367 |
| Price |
6.663 EUR
|
| Date | 22/11/24 12:31 |
| Ratio | 0.007067 |
| Cap | 7.067 EUR |
| Barrier | 4.947 EUR |
Key data
| Ask Price (basis for calculation) | 98.5100 |
| Maximum yield | 5.59% |
| Maximum yield p.a. | 6.87% |
| Sideways yield | 5.59% |
| Sideways yield p.a. | 6.87% |
| Distance to Cap | -0.485 |
| Distance to Cap in % | -7.37% |
| Is Cap Level reached | No |
| Distance to Barrier | 1.635 |
| Distance to Barrier in % | 24.84% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 97.90 % |
| Last Best Ask Price | 98.21 % |
| 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 | 490,792 EUR |
| Average Sell Value | 492,342 EUR |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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