Barrier Reverse Convertible

Termsheet  
Symbol: RABALV
Underlyings: ABB
ISIN: CH1262671147
Issuer:
Bank Vontobel
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

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 100.40
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Barrier Reverse Convertible
ISIN CH1262671147
Valor 126267114
Symbol RABALV
Barrier 19.78 CHF
Cap 32.96 CHF
Quotation in percent Yes
Coupon p.a. 4.75%
Coupon Premium 2.97%
Coupon Yield 1.78%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/05/2023
Date of maturity 31/12/2024
Last trading day 20/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Vontobel

Underlyings

Name ABB
ISIN CH0012221716
Price 50.1600 CHF
Date 22/11/24 17:30
Ratio 0.03296
Cap 32.96 CHF
Barrier 19.78 CHF

Key data

Ask Price (basis for calculation) 100.5000
Maximum yield 0.01%
Maximum yield p.a. 0.07%
Sideways yield 0.01%
Sideways yield p.a. 0.07%
Distance to Cap 17.26
Distance to Cap in % 34.37%
Is Cap Level reached No
Distance to Barrier 30.44
Distance to Barrier in % 60.61%
Is Barrier reached No

market maker quality Date: 20/11/2024

Average Spread 0.30%
Last Best Bid Price 100.10 %
Last Best Ask Price 100.40 %
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 500,000
Average Sell Volume 500,000
Average Buy Value 500,500 CHF
Average Sell Value 502,000 CHF
Spreads Availability Ratio 99.37%
Quote Availability 99.37%

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