SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 97.81 | ||||
Diff. absolute / % | -0.01 | -0.01% |
Last Price | 99.91 | Volume | 15,000 | |
Time | 11:16:06 | Date | 28/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1341852213 |
Valor | 134185221 |
Symbol | RRWAAV |
Barrier | 22.49 EUR |
Cap | 34.60 EUR |
Quotation in percent | Yes |
Coupon p.a. | 5.75% |
Coupon Premium | 2.26% |
Coupon Yield | 3.49% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 24/05/2024 |
Date of maturity | 29/05/2025 |
Last trading day | 22/05/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 98.0100 |
Maximum yield | 7.07% |
Maximum yield p.a. | 8.14% |
Sideways yield | 7.07% |
Sideways yield p.a. | 8.14% |
Distance to Cap | -2.3 |
Distance to Cap in % | -7.12% |
Is Cap Level reached | No |
Distance to Barrier | 9.81 |
Distance to Barrier in % | 30.37% |
Is Barrier reached | No |
Average Spread | 0.33% |
Last Best Bid Price | 97.50 % |
Last Best Ask Price | 97.81 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 494,936 |
Average Sell Volume | 494,936 |
Average Buy Value | 483,309 EUR |
Average Sell Value | 484,844 EUR |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |