Login
Barrier Reverse Convertible
Symbol:
RBAAFV
ISIN:
CH1333286057
Issuer:
Bank Vontobel
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 | 101.30 | ||||
| Diff. absolute / % | 0.30 | +0.30% | |||
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 | CH1333286057 |
| Valor | 133328605 |
| Symbol | RBAAFV |
| Barrier | 3.38 EUR |
| Cap | 6.15 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 12.00% |
| Coupon Premium | 8.56% |
| Coupon Yield | 3.44% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 02/04/2024 |
| Date of maturity | 03/04/2025 |
| Last trading day | 27/03/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Banco BPM SPA |
| ISIN | IT0005218380 |
| Price |
6.667 EUR
|
| Date | 23/11/24 13:02 |
| Ratio | 0.00615 |
| Cap | 6.15 EUR |
| Barrier | 3.383 EUR |
Key data
| Ask Price (basis for calculation) | 101.3000 |
| Maximum yield | 2.79% |
| Maximum yield p.a. | 7.71% |
| Sideways yield | 2.79% |
| Sideways yield p.a. | 7.71% |
| Distance to Cap | 0.582 |
| Distance to Cap in % | 8.65% |
| Is Cap Level reached | No |
| Distance to Barrier | 3.349 |
| Distance to Barrier in % | 49.75% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.30% |
| Last Best Bid Price | 101.20 % |
| Last Best Ask Price | 101.50 % |
| 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 | 506,288 EUR |
| Average Sell Value | 507,788 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)