SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 95.20 | ||||
Diff. absolute / % | -0.80 | -0.84% |
Last Price | 96.30 | Volume | 20,000 | |
Time | 10:12:09 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1304166262 |
Valor | 130416626 |
Symbol | RBAA1V |
Barrier | 21.49 EUR |
Cap | 33.06 EUR |
Quotation in percent | Yes |
Coupon p.a. | 8.95% |
Coupon Premium | 7.32% |
Coupon Yield | 1.63% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 30/11/2023 |
Date of maturity | 02/12/2024 |
Last trading day | 25/11/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | Yes |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 94.7000 |
Maximum yield | 8.68% |
Maximum yield p.a. | 22.80% |
Sideways yield | 8.68% |
Sideways yield p.a. | 22.80% |
Distance to Cap | -7.16 |
Distance to Cap in % | -27.64% |
Is Cap Level reached | No |
Distance to Barrier | 4.411 |
Distance to Barrier in % | 17.03% |
Is Barrier reached | No |
Average Spread | 0.32% |
Last Best Bid Price | 94.90 % |
Last Best Ask Price | 95.20 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 494,970 |
Average Sell Volume | 494,970 |
Average Buy Value | 472,777 CHF |
Average Sell Value | 474,265 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |