SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.40 | ||||
Diff. absolute / % | 0.19 | +0.19% |
Last Price | 99.40 | Volume | 20,000 | |
Time | 10:32:58 | Date | 09/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1385086256 |
Valor | 138508625 |
Symbol | RUBABV |
Barrier | 17.19 CHF |
Cap | 26.45 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.00% |
Coupon Premium | 4.43% |
Coupon Yield | 0.57% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/10/2024 |
Date of maturity | 13/10/2025 |
Last trading day | 06/10/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.8000 |
Maximum yield | 3.11% |
Maximum yield p.a. | 3.92% |
Sideways yield | 3.11% |
Sideways yield p.a. | 3.92% |
Distance to Cap | 1.12 |
Distance to Cap in % | 4.06% |
Is Cap Level reached | No |
Distance to Barrier | 10.38 |
Distance to Barrier in % | 37.65% |
Is Barrier reached | No |
Average Spread | 0.31% |
Last Best Bid Price | 100.00 % |
Last Best Ask Price | 100.31 % |
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 | 499,518 CHF |
Average Sell Value | 501,068 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |