SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.11.24
10:59:00 |
97.40 %
|
97.90 %
|
USD | |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 97.90 | ||||
Diff. absolute / % | - | - |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1394387414 |
Valor | 139438741 |
Symbol | RBLACV |
Barrier | 734.37 USD |
Cap | 1,049.10 USD |
Quotation in percent | Yes |
Coupon p.a. | 6.00% |
Coupon Premium | 1.73% |
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 |
Ask Price (basis for calculation) | 97.8000 |
Maximum yield | 8.45% |
Maximum yield p.a. | 8.36% |
Sideways yield | 8.45% |
Sideways yield p.a. | 8.36% |
Distance to Cap | -17.83 |
Distance to Cap in % | -1.73% |
Is Cap Level reached | No |
Distance to Barrier | 296.9 |
Distance to Barrier in % | 28.79% |
Is Barrier reached | No |
Average Spread | 0.53% |
Last Best Bid Price | 97.40 % |
Last Best Ask Price | 97.90 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,997 |
Average Sell Volume | 144,997 |
Average Buy Value | 141,113 USD |
Average Sell Value | 141,842 USD |
Spreads Availability Ratio | 99.69% |
Quote Availability | 99.69% |