SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 109.90 | ||||
Diff. absolute / % | 0.30 | +0.27% |
Last Price | 107.20 | Volume | 1,000 | |
Time | 09:15:41 | Date | 17/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1339137627 |
Valor | 133913762 |
Symbol | RCOACV |
Barrier | 105.51 USD |
Cap | 211.01 USD |
Quotation in percent | Yes |
Coupon p.a. | 28.00% |
Coupon Premium | 22.72% |
Coupon Yield | 5.28% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 25/04/2024 |
Date of maturity | 28/04/2025 |
Last trading day | 17/04/2025 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 110.6000 |
Maximum yield | 15.87% |
Maximum yield p.a. | 20.26% |
Sideways yield | 15.87% |
Sideways yield p.a. | 20.26% |
Distance to Cap | 26.63 |
Distance to Cap in % | 11.21% |
Is Cap Level reached | No |
Distance to Barrier | 132.13 |
Distance to Barrier in % | 55.60% |
Is Barrier reached | No |
Average Spread | 0.76% |
Last Best Bid Price | 109.90 % |
Last Best Ask Price | 110.70 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 145,117 |
Average Sell Volume | 145,117 |
Average Buy Value | 159,122 USD |
Average Sell Value | 160,290 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |