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Barrier Reverse Convertible
Symbol:
RBXAAV
ISIN:
CH1377800367
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 | 101.50 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1377800367 |
| Valor | 137780036 |
| Symbol | RBXAAV |
| Barrier | 89.76 USD |
| Cap | 138.09 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 8.00% |
| Coupon Premium | 3.96% |
| Coupon Yield | 4.04% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 10/09/2024 |
| Date of maturity | 15/09/2025 |
| Last trading day | 08/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Blackstone Group LP |
| ISIN | US09253U1088 |
| Price |
154.30 EUR
|
| Date | 31/10/24 21:16 |
| Ratio | 0.13809 |
| Cap | 138.09 USD |
| Barrier | 89.76 USD |
Key data
| Ask Price (basis for calculation) | 101.4000 |
| Maximum yield | 5.46% |
| Maximum yield p.a. | 6.24% |
| Sideways yield | 5.46% |
| Sideways yield p.a. | 6.24% |
| Distance to Cap | 29.87 |
| Distance to Cap in % | 17.78% |
| Is Cap Level reached | No |
| Distance to Barrier | 78.2 |
| Distance to Barrier in % | 46.56% |
| Is Barrier reached | No |
market maker quality Date: 30/10/2024
| Average Spread | 1.42% |
| Last Best Bid Price | 101.20 % |
| Last Best Ask Price | 101.70 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 200,062 |
| Average Sell Volume | 200,062 |
| Average Buy Value | 202,528 USD |
| Average Sell Value | 203,988 USD |
| Spreads Availability Ratio | 99.58% |
| Quote Availability | 99.58% |
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