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Barrier Reverse Convertible
Symbol:
RSAADV
ISIN:
CH1385091108
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
11:10:00 |
|
98.60 %
|
98.91 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 98.60 | ||||
| Diff. absolute / % | 0.30 | +0.30% | |||
Determined prices
| Last Price | 98.91 | Volume | 15,000 | |
| Time | 10:44:53 | Date | 14/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1385091108 |
| Valor | 138509110 |
| Symbol | RSAADV |
| Barrier | 152.34 EUR |
| Cap | 217.63 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 5.75% |
| Coupon Premium | 3.38% |
| Coupon Yield | 2.37% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 25/10/2024 |
| Date of maturity | 30/10/2025 |
| Last trading day | 23/10/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | SAP SE |
| ISIN | DE0007164600 |
| Price |
223.925 EUR
|
| Date | 22/11/24 11:36 |
| Ratio | 0.21763 |
| Cap | 217.63 EUR |
| Barrier | 152.34 EUR |
Key data
| Ask Price (basis for calculation) | 99.1100 |
| Maximum yield | 6.31% |
| Maximum yield p.a. | 6.73% |
| Sideways yield | 6.31% |
| Sideways yield p.a. | 6.73% |
| Distance to Cap | 7.87 |
| Distance to Cap in % | 3.49% |
| Is Cap Level reached | No |
| Distance to Barrier | 73.16 |
| Distance to Barrier in % | 32.44% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 98.50 % |
| Last Best Ask Price | 98.81 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,940 |
| Average Sell Volume | 494,940 |
| Average Buy Value | 487,769 EUR |
| Average Sell Value | 489,305 EUR |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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