Login
Barrier Reverse Convertible
Symbol:
RCAACV
ISIN:
CH1377800011
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 | 89.91 | ||||
| Diff. absolute / % | -0.19 | -0.21% | |||
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 | CH1377800011 |
| Valor | 137780001 |
| Symbol | RCAACV |
| Barrier | 128.01 EUR |
| Cap | 182.87 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 6.25% |
| Coupon Premium | 3.47% |
| Coupon Yield | 2.78% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 10/09/2024 |
| Date of maturity | 15/09/2025 |
| Last trading day | 08/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Capgemini S.A. |
| ISIN | FR0000125338 |
| Price |
152.30 EUR
|
| Date | 26/11/24 22:37 |
| Ratio | 0.18287 |
| Cap | 182.87 EUR |
| Barrier | 128.01 EUR |
Key data
| Ask Price (basis for calculation) | 89.5100 |
| Maximum yield | 17.08% |
| Maximum yield p.a. | 21.27% |
| Sideways yield | 17.08% |
| Sideways yield p.a. | 21.27% |
| Distance to Cap | -29.67 |
| Distance to Cap in % | -19.37% |
| Is Cap Level reached | No |
| Distance to Barrier | 25.19 |
| Distance to Barrier in % | 16.44% |
| Is Barrier reached | No |
market maker quality Date: 25/11/2024
| Average Spread | 0.34% |
| Last Best Bid Price | 89.60 % |
| Last Best Ask Price | 89.91 % |
| 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 | 449,342 EUR |
| Average Sell Value | 450,892 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)