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Barrier Reverse Convertible
Symbol:
RRRAAV
ISIN:
CH1361312007
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 | 102.60 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1361312007 |
| Valor | 136131200 |
| Symbol | RRRAAV |
| Barrier | 2.65 GBP |
| Cap | 4.42 GBP |
| Quotation in percent | Yes |
| Coupon p.a. | 7.50% |
| Coupon Premium | 4.23% |
| Coupon Yield | 3.27% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 25/07/2024 |
| Date of maturity | 30/07/2025 |
| Last trading day | 23/07/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Rolls-Royce Holdings Plc. |
| ISIN | GB00B63H8491 |
| Price |
6.636 EUR
|
| Date | 23/11/24 13:03 |
| Ratio | 0.004415 |
| Cap | 4.415 GBP |
| Barrier | 2.649 GBP |
Key data
| Ask Price (basis for calculation) | 102.7000 |
| Maximum yield | 2.32% |
| Maximum yield p.a. | 3.38% |
| Sideways yield | 2.32% |
| Sideways yield p.a. | 3.38% |
| Distance to Cap | 0.993 |
| Distance to Cap in % | 18.36% |
| Is Cap Level reached | No |
| Distance to Barrier | 2.759 |
| Distance to Barrier in % | 51.02% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.29% |
| Last Best Bid Price | 102.30 % |
| Last Best Ask Price | 102.60 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 486,886 |
| Average Sell Volume | 486,886 |
| Average Buy Value | 498,017 EUR |
| Average Sell Value | 499,478 EUR |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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