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Barrier Reverse Convertible
Symbol:
RBAARV
ISIN:
CH1394387406
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 | 98.50 | ||||
| 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 | CH1394387406 |
| Valor | 139438740 |
| Symbol | RBAARV |
| Barrier | 31.75 USD |
| Cap | 45.35 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 6.50% |
| Coupon Premium | 2.23% |
| Coupon Yield | 4.27% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 13/11/2024 |
| Date of maturity | 18/11/2025 |
| Last trading day | 10/11/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Bank of America Corp. |
| ISIN | US0605051046 |
| Price |
45.20 EUR
|
| Date | 23/11/24 09:31 |
| Ratio | 0.04535 |
| Cap | 45.35 USD |
| Barrier | 31.75 USD |
Key data
| Ask Price (basis for calculation) | 98.8000 |
| Maximum yield | 7.71% |
| Maximum yield p.a. | 7.80% |
| Sideways yield | 7.71% |
| Sideways yield p.a. | 7.80% |
| Distance to Cap | 1.4 |
| Distance to Cap in % | 2.99% |
| Is Cap Level reached | No |
| Distance to Barrier | 15 |
| Distance to Barrier in % | 32.09% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 98.00 % |
| Last Best Ask Price | 98.50 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,198 |
| Average Sell Volume | 145,198 |
| Average Buy Value | 142,485 USD |
| Average Sell Value | 143,213 USD |
| Spreads Availability Ratio | 99.64% |
| Quote Availability | 99.64% |
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