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Barrier Reverse Convertible
Symbol:
RRDADV
ISIN:
CH1323535802
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.11.24
08:04:00 |
|
104.70 %
|
108.80 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 105.30 | ||||
| Diff. absolute / % | -0.10 | -0.09% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1323535802 |
| Valor | 132353580 |
| Symbol | RRDADV |
| Barrier | 23.78 USD |
| Cap | 47.56 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 16.00% |
| Coupon Premium | 10.88% |
| Coupon Yield | 5.12% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 11/04/2024 |
| Date of maturity | 14/04/2025 |
| Last trading day | 07/04/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 105.3000 |
| Maximum yield | 1.15% |
| Maximum yield p.a. | 2.78% |
| Sideways yield | 1.15% |
| Sideways yield p.a. | 2.78% |
| Distance to Cap | 84.245 |
| Distance to Cap in % | 63.92% |
| Is Cap Level reached | No |
| Distance to Barrier | 108.025 |
| Distance to Barrier in % | 81.96% |
| Is Barrier reached | No |
market maker quality Date: 14/11/2024
| Average Spread | 1.55% |
| Last Best Bid Price | 104.80 % |
| Last Best Ask Price | 105.30 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,903 |
| Average Sell Volume | 145,903 |
| Average Buy Value | 152,905 USD |
| Average Sell Value | 154,190 USD |
| Spreads Availability Ratio | 99.10% |
| Quote Availability | 99.10% |
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