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Barrier Reverse Convertible
Symbol:
RCMACV
ISIN:
CH1377800458
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.11.24
10:34:00 |
|
99.50 %
|
100.00 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 99.70 | ||||
| Diff. absolute / % | -0.20 | -0.20% | |||
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 | CH1377800458 |
| Valor | 137780045 |
| Symbol | RCMACV |
| Barrier | 27.90 USD |
| Cap | 39.85 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 7.00% |
| Coupon Premium | 2.96% |
| 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 | Comcast Corp. |
| ISIN | US20030N1019 |
| Price |
41.7675 EUR
|
| Date | 14/11/24 11:15 |
| Ratio | 0.03985 |
| Cap | 39.85 USD |
| Barrier | 27.90 USD |
Key data
| Ask Price (basis for calculation) | 100.0000 |
| Maximum yield | 5.78% |
| Maximum yield p.a. | 6.92% |
| Sideways yield | 5.78% |
| Sideways yield p.a. | 6.92% |
| Distance to Cap | 4.06 |
| Distance to Cap in % | 9.25% |
| Is Cap Level reached | No |
| Distance to Barrier | 16.01 |
| Distance to Barrier in % | 36.46% |
| Is Barrier reached | No |
market maker quality Date: 13/11/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 99.40 % |
| Last Best Ask Price | 99.90 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 144,797 |
| Average Sell Volume | 144,797 |
| Average Buy Value | 143,737 USD |
| Average Sell Value | 144,465 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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