Barrier Reverse Convertible

Symbol: RA2AAV
Underlyings: A2A S.p.A.
ISIN: CH1368264920
Issuer:
Bank Vontobel
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
14.11.24
14:32:00
100.60 %
100.91 %
EUR
Volume
500,000
500,000
nominal

Performance

Closing prev. day 100.41
Diff. absolute / % 0.19 +0.19%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Barrier Reverse Convertible
ISIN CH1368264920
Valor 136826492
Symbol RA2AAV
Barrier 1.37 EUR
Cap 1.96 EUR
Quotation in percent Yes
Coupon p.a. 5.50%
Coupon Premium 2.56%
Coupon Yield 2.94%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Euro
First Trading Date 13/08/2024
Date of maturity 18/08/2025
Last trading day 11/08/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Vontobel

Underlyings

Name A2A S.p.A.
ISIN IT0001233417
Price 2.063 EUR
Date 14/11/24 15:17
Ratio 0.001955
Cap 1.955 EUR
Barrier 1.3685 EUR

Key data

Ask Price (basis for calculation) 100.9100
Maximum yield 3.19%
Maximum yield p.a. 4.20%
Sideways yield 3.19%
Sideways yield p.a. 4.20%
Distance to Cap 0.03
Distance to Cap in % 1.51%
Is Cap Level reached No
Distance to Barrier 0.6165
Distance to Barrier in % 31.06%
Is Barrier reached No

market maker quality Date: 13/11/2024

Average Spread 0.31%
Last Best Bid Price 100.10 %
Last Best Ask Price 100.41 %
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 500,380 EUR
Average Sell Value 501,930 EUR
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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