SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.11.24
13:18:00 |
100.00 %
|
100.50 %
|
USD | |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 100.20 | ||||
Diff. absolute / % | -0.20 | -0.20% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1377800359 |
Valor | 137780035 |
Symbol | RBLABV |
Barrier | 610.44 USD |
Cap | 872.06 USD |
Quotation in percent | Yes |
Coupon p.a. | 6.00% |
Coupon Premium | 1.96% |
Coupon Yield | 4.04% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 10/09/2024 |
Date of maturity | 15/09/2025 |
Last trading day | 08/09/2025 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.5000 |
Maximum yield | 4.44% |
Maximum yield p.a. | 5.32% |
Sideways yield | 4.44% |
Sideways yield p.a. | 5.32% |
Distance to Cap | 159.21 |
Distance to Cap in % | 15.44% |
Is Cap Level reached | No |
Distance to Barrier | 420.83 |
Distance to Barrier in % | 40.81% |
Is Barrier reached | No |
Average Spread | 0.52% |
Last Best Bid Price | 100.00 % |
Last Best Ask Price | 100.50 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,727 |
Average Sell Volume | 144,727 |
Average Buy Value | 144,683 USD |
Average Sell Value | 145,410 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |