SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.90 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283323777 |
Valor | 128332377 |
Symbol | RSCAJV |
Barrier | 429.10 CHF |
Cap | 536.40 CHF |
Quotation in percent | Yes |
Coupon p.a. | 4.00% |
Coupon Premium | 2.13% |
Coupon Yield | 1.87% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2023 |
Date of maturity | 05/09/2024 |
Last trading day | 29/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.3000 |
Maximum yield | 0.25% |
Maximum yield p.a. | 1.79% |
Sideways yield | 0.25% |
Sideways yield p.a. | 1.79% |
Distance to Cap | -11.9 |
Distance to Cap in % | -2.27% |
Is Cap Level reached | No |
Distance to Barrier | 95.4 |
Distance to Barrier in % | 18.19% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.80 % |
Last Best Ask Price | 100.30 % |
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 | 499,062 CHF |
Average Sell Value | 501,562 CHF |
Spreads Availability Ratio | 98.59% |
Quote Availability | 98.59% |