SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.50 | ||||
Diff. absolute / % | -0.30 | -0.30% |
Last Price | 100.90 | Volume | 10,000 | |
Time | 10:38:54 | Date | 17/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275374267 |
Valor | 127537426 |
Symbol | RMCAMV |
Barrier | 489.60 EUR |
Cap | 816.00 EUR |
Quotation in percent | Yes |
Coupon p.a. | 6.75% |
Coupon Premium | 3.04% |
Coupon Yield | 3.71% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 10/08/2023 |
Date of maturity | 11/11/2024 |
Last trading day | 04/11/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 99.5000 |
Maximum yield | 2.66% |
Maximum yield p.a. | 8.24% |
Sideways yield | 2.66% |
Sideways yield p.a. | 8.24% |
Distance to Cap | -110.4 |
Distance to Cap in % | -15.65% |
Is Cap Level reached | No |
Distance to Barrier | 216 |
Distance to Barrier in % | 30.61% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 99.20 % |
Last Best Ask Price | 99.50 % |
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 | 496,555 EUR |
Average Sell Value | 498,055 EUR |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |