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Barrier Reverse Convertible
Symbol:
RPYABV
ISIN:
CH1394389816
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
13:00:00 |
|
97.60 %
|
98.10 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 97.80 | ||||
| Diff. absolute / % | - | - | |||
Determined prices
| Last Price | 97.50 | Volume | 1,000 | |
| Time | 16:46:50 | Date | 19/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1394389816 |
| Valor | 139438981 |
| Symbol | RPYABV |
| Barrier | 51.16 USD |
| Cap | 85.27 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 8.00% |
| Coupon Premium | 3.66% |
| Coupon Yield | 4.34% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 19/11/2024 |
| Date of maturity | 24/11/2025 |
| Last trading day | 17/11/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | PayPal Holdings Inc. |
| ISIN | US70450Y1038 |
| Price |
81.385 EUR
|
| Date | 22/11/24 13:20 |
| Ratio | 0.08527 |
| Cap | 85.27 USD |
| Barrier | 51.16 USD |
Key data
| Ask Price (basis for calculation) | 98.1000 |
| Maximum yield | 10.13% |
| Maximum yield p.a. | 10.08% |
| Sideways yield | 10.13% |
| Sideways yield p.a. | 10.08% |
| Distance to Cap | -0.399997 |
| Distance to Cap in % | -0.47% |
| Is Cap Level reached | No |
| Distance to Barrier | 33.71 |
| Distance to Barrier in % | 39.72% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 97.50 % |
| Last Best Ask Price | 98.00 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 147,012 |
| Average Sell Volume | 147,012 |
| Average Buy Value | 143,496 USD |
| Average Sell Value | 144,232 USD |
| Spreads Availability Ratio | 99.01% |
| Quote Availability | 99.01% |
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