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Barrier Reverse Convertible
Symbol:
RROALV
ISIN:
CH1368264474
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
12:28:00 |
|
101.60 %
|
102.20 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 101.60 | ||||
| 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 | CH1368264474 |
| Valor | 136826447 |
| Symbol | RROALV |
| Barrier | 141.14 USD |
| Cap | 256.61 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 7.00% |
| Coupon Premium | 2.59% |
| Coupon Yield | 4.41% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 12/08/2024 |
| Date of maturity | 15/08/2025 |
| Last trading day | 08/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Rockwell Automation Inc. |
| ISIN | US7739031091 |
| Price |
284.45 EUR
|
| Date | 26/11/24 12:42 |
| Ratio | 0.25661 |
| Cap | 256.61 USD |
| Barrier | 141.14 USD |
Key data
| Ask Price (basis for calculation) | 102.2000 |
| Maximum yield | 2.71% |
| Maximum yield p.a. | 3.78% |
| Sideways yield | 2.71% |
| Sideways yield p.a. | 3.78% |
| Distance to Cap | 42.19 |
| Distance to Cap in % | 14.12% |
| Is Cap Level reached | No |
| Distance to Barrier | 157.66 |
| Distance to Barrier in % | 52.76% |
| Is Barrier reached | No |
market maker quality Date: 25/11/2024
| Average Spread | 0.68% |
| Last Best Bid Price | 101.60 % |
| Last Best Ask Price | 102.10 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 140,986 |
| Average Sell Volume | 140,986 |
| Average Buy Value | 143,201 USD |
| Average Sell Value | 143,976 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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