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Barrier Reverse Convertible
Symbol:
RBAAPV
ISIN:
CH1385089185
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
13:28:00 |
|
96.50 %
|
96.81 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 97.10 | ||||
| Diff. absolute / % | -0.70 | -0.72% | |||
Determined prices
| Last Price | 95.81 | Volume | 1,000 | |
| Time | 09:50:44 | Date | 21/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1385089185 |
| Valor | 138508918 |
| Symbol | RBAAPV |
| Barrier | 30.12 EUR |
| Cap | 46.35 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 6.00% |
| Coupon Premium | 3.55% |
| Coupon Yield | 2.45% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 21/10/2024 |
| Date of maturity | 24/10/2025 |
| Last trading day | 17/10/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | BASF SE |
| ISIN | DE000BASF111 |
| Price |
42.655 EUR
|
| Date | 26/11/24 13:43 |
| Ratio | 0.046345 |
| Cap | 46.345 EUR |
| Barrier | 30.124 EUR |
Key data
| Ask Price (basis for calculation) | 96.5100 |
| Maximum yield | 9.22% |
| Maximum yield p.a. | 10.13% |
| Sideways yield | 9.22% |
| Sideways yield p.a. | 10.13% |
| Distance to Cap | -3.88 |
| Distance to Cap in % | -9.14% |
| Is Cap Level reached | No |
| Distance to Barrier | 12.341 |
| Distance to Barrier in % | 29.06% |
| Is Barrier reached | No |
market maker quality Date: 25/11/2024
| Average Spread | 0.33% |
| Last Best Bid Price | 97.10 % |
| Last Best Ask Price | 97.41 % |
| 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 | 478,808 EUR |
| Average Sell Value | 480,345 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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