Barrier Reverse Convertible

Symbol: RDDABV
Underlyings: DuPont de Nemours Inc.
ISIN: CH1394387455
Issuer:
Bank Vontobel
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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 96.60
Diff. absolute / % 0.30 +0.31%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Barrier Reverse Convertible
ISIN CH1394387455
Valor 139438745
Symbol RDDABV
Barrier 60.06 USD
Cap 85.80 USD
Quotation in percent Yes
Coupon p.a. 6.50%
Coupon Premium 2.22%
Coupon Yield 4.28%
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 DuPont de Nemours Inc.
ISIN US26614N1028
Price 80.83 EUR
Date 23/11/24 13:04
Ratio 0.0858
Cap 85.80 USD
Barrier 60.06 USD

Key data

Ask Price (basis for calculation) 96.8000
Maximum yield 9.93%
Maximum yield p.a. 10.04%
Sideways yield 9.93%
Sideways yield p.a. 10.04%
Distance to Cap -2.48
Distance to Cap in % -2.98%
Is Cap Level reached No
Distance to Barrier 23.26
Distance to Barrier in % 27.92%
Is Barrier reached No

market maker quality Date: 20/11/2024

Average Spread 1.69%
Last Best Bid Price 96.00 %
Last Best Ask Price 96.50 %
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 145,194
Average Sell Volume 145,194
Average Buy Value 139,492 USD
Average Sell Value 140,775 USD
Spreads Availability Ratio 99.65%
Quote Availability 99.65%

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