SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.90 | ||||
Diff. absolute / % | -0.30 | -0.30% |
Last Price | 99.80 | Volume | 25,000 | |
Time | 13:26:55 | Date | 16/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1341850670 |
Valor | 134185067 |
Symbol | RSCABV |
Barrier | 163.50 CHF |
Cap | 233.60 CHF |
Quotation in percent | Yes |
Coupon p.a. | 3.50% |
Coupon Premium | 2.19% |
Coupon Yield | 1.31% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/06/2024 |
Date of maturity | 10/06/2025 |
Last trading day | 02/06/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 99.9000 |
Maximum yield | 3.25% |
Maximum yield p.a. | 3.60% |
Sideways yield | 3.25% |
Sideways yield p.a. | 3.60% |
Distance to Cap | -4.99999 |
Distance to Cap in % | -2.19% |
Is Cap Level reached | No |
Distance to Barrier | 65.1 |
Distance to Barrier in % | 28.48% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 99.60 % |
Last Best Ask Price | 99.90 % |
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 | 499,638 CHF |
Average Sell Value | 501,138 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |