SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
27.09.24
12:27:00 |
98.60 %
|
102.20 %
|
USD | |
Volume |
50,000
|
45,000
|
nominal |
Closing prev. day | 99.50 | ||||
Diff. absolute / % | -0.90 | -0.90% |
Last Price | 102.20 | Volume | 5,000 | |
Time | 12:27:42 | Date | 27/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Defender Vonti |
ISIN | CH1354572567 |
Valor | 135457256 |
Symbol | RGMADV |
Barrier | 14.11 USD |
Cap | 28.22 USD |
Quotation in percent | Yes |
Coupon p.a. | 25.00% |
Coupon Premium | 19.79% |
Coupon Yield | 5.21% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | European |
Currency | US Dollar |
First Trading Date | 13/06/2024 |
Date of maturity | 16/06/2025 |
Last trading day | 06/06/2025 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 102.2000 |
Maximum yield | 16.33% |
Maximum yield p.a. | 22.75% |
Sideways yield | 16.33% |
Sideways yield p.a. | 22.75% |
Distance to Cap | -5.94 |
Distance to Cap in % | -26.66% |
Is Cap Level reached | No |
Distance to Barrier | 8.17 |
Distance to Barrier in % | 36.67% |
Is Barrier reached | No |
Average Spread | 2.71% |
Last Best Bid Price | 98.90 % |
Last Best Ask Price | 99.70 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,911 |
Average Sell Volume | 144,911 |
Average Buy Value | 143,811 USD |
Average Sell Value | 145,910 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |