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Barrier Reverse Convertible
Symbol:
RKHAAV
ISIN:
CH1377800623
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
10:03:00 |
|
93.90 %
|
94.40 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 94.60 | ||||
| Diff. absolute / % | -0.20 | -0.21% | |||
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 | CH1377800623 |
| Valor | 137780062 |
| Symbol | RKHAAV |
| Barrier | 25.26 USD |
| Cap | 36.09 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 6.00% |
| Coupon Premium | 1.95% |
| Coupon Yield | 4.05% |
| 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 | Kraft Heinz Co. |
| ISIN | US5007541064 |
| Price |
30.5425 EUR
|
| Date | 26/11/24 10:26 |
| Ratio | 0.03609 |
| Cap | 36.09 USD |
| Barrier | 25.26 USD |
Key data
| Ask Price (basis for calculation) | 94.4000 |
| Maximum yield | 10.89% |
| Maximum yield p.a. | 13.57% |
| Sideways yield | 10.89% |
| Sideways yield p.a. | 13.57% |
| Distance to Cap | -4.07 |
| Distance to Cap in % | -12.71% |
| Is Cap Level reached | No |
| Distance to Barrier | 6.76 |
| Distance to Barrier in % | 21.11% |
| Is Barrier reached | No |
market maker quality Date: 25/11/2024
| Average Spread | 0.54% |
| Last Best Bid Price | 94.60 % |
| Last Best Ask Price | 95.10 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 147,558 |
| Average Sell Volume | 147,558 |
| Average Buy Value | 138,792 USD |
| Average Sell Value | 139,531 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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