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Barrier Reverse Convertible
Symbol:
RCAAAV
ISIN:
CH1368264292
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 | 94.90 | ||||
| Diff. absolute / % | -0.40 | -0.42% | |||
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 | CH1368264292 |
| Valor | 136826429 |
| Symbol | RCAAAV |
| Barrier | 114.75 EUR |
| Cap | 176.54 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 7.00% |
| Coupon Premium | 4.05% |
| Coupon Yield | 2.95% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 12/08/2024 |
| Date of maturity | 15/08/2025 |
| Last trading day | 08/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Capgemini S.A. |
| ISIN | FR0000125338 |
| Price |
155.125 EUR
|
| Date | 23/11/24 10:15 |
| Ratio | 0.17654 |
| Cap | 176.54 EUR |
| Barrier | 114.75 EUR |
Key data
| Ask Price (basis for calculation) | 95.2100 |
| Maximum yield | 10.18% |
| Maximum yield p.a. | 13.97% |
| Sideways yield | 10.18% |
| Sideways yield p.a. | 13.97% |
| Distance to Cap | -23.29 |
| Distance to Cap in % | -15.20% |
| Is Cap Level reached | No |
| Distance to Barrier | 38.5 |
| Distance to Barrier in % | 25.12% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.33% |
| Last Best Bid Price | 94.50 % |
| Last Best Ask Price | 94.81 % |
| 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 | 473,464 EUR |
| Average Sell Value | 475,013 EUR |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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