SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 95.60 | ||||
Diff. absolute / % | 0.70 | +0.73% |
Last Price | 95.10 | Volume | 20,000 | |
Time | 15:55:56 | Date | 07/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1333286107 |
Valor | 133328610 |
Symbol | RBNABV |
Barrier | 51.29 EUR |
Cap | 78.91 EUR |
Quotation in percent | Yes |
Coupon p.a. | 5.00% |
Coupon Premium | 1.56% |
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 |
Ask Price (basis for calculation) | 96.8000 |
Maximum yield | 6.90% |
Maximum yield p.a. | 9.65% |
Sideways yield | 6.90% |
Sideways yield p.a. | 9.65% |
Distance to Cap | -15.93 |
Distance to Cap in % | -25.29% |
Is Cap Level reached | No |
Distance to Barrier | 11.69 |
Distance to Barrier in % | 18.56% |
Is Barrier reached | No |
Average Spread | 0.32% |
Last Best Bid Price | 95.30 % |
Last Best Ask Price | 95.60 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 494,970 |
Average Sell Volume | 494,970 |
Average Buy Value | 473,266 EUR |
Average Sell Value | 474,754 EUR |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |