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Barrier Reverse Convertible
Symbol:
RBPABV
ISIN:
CH1377800268
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
11:15:00 |
|
97.10 %
|
97.41 %
|
EUR |
| Volume |
25,000
|
25,000
|
nominal | |
Performance
| Closing prev. day | 96.80 | ||||
| Diff. absolute / % | 0.99 | +1.04% | |||
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 | CH1377800268 |
| Valor | 137780026 |
| Symbol | RBPABV |
| Barrier | 2.87 GBP |
| Cap | 4.10 GBP |
| 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 | Yes |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | BP Plc. |
| ISIN | GB0007980591 |
| Price |
4.7012 EUR
|
| Date | 22/11/24 11:31 |
| Ratio | 0.004099 |
| Cap | 4.0995 GBP |
| Barrier | 2.8697 GBP |
Key data
| Ask Price (basis for calculation) | 97.2100 |
| Maximum yield | 6.98% |
| Maximum yield p.a. | 8.58% |
| Sideways yield | 6.98% |
| Sideways yield p.a. | 8.58% |
| Distance to Cap | -0.2135 |
| Distance to Cap in % | -5.49% |
| Is Cap Level reached | No |
| Distance to Barrier | 1.0163 |
| Distance to Barrier in % | 26.15% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 96.00 % |
| Last Best Ask Price | 96.31 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 486,969 |
| Average Sell Volume | 486,969 |
| Average Buy Value | 468,024 EUR |
| Average Sell Value | 469,532 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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