SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.11.24
15:03:00 |
99.50 %
|
100.00 %
|
USD | |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 99.70 | ||||
Diff. absolute / % | -0.30 | -0.30% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1377800458 |
Valor | 137780045 |
Symbol | RCMACV |
Barrier | 27.90 USD |
Cap | 39.85 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 2.96% |
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) | 100.0000 |
Maximum yield | 5.78% |
Maximum yield p.a. | 6.92% |
Sideways yield | 5.78% |
Sideways yield p.a. | 6.92% |
Distance to Cap | 4.06 |
Distance to Cap in % | 9.25% |
Is Cap Level reached | No |
Distance to Barrier | 16.01 |
Distance to Barrier in % | 36.46% |
Is Barrier reached | No |
Average Spread | 0.52% |
Last Best Bid Price | 99.40 % |
Last Best Ask Price | 99.90 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,797 |
Average Sell Volume | 144,797 |
Average Buy Value | 143,737 USD |
Average Sell Value | 144,465 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |