SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.70 | ||||
Diff. absolute / % | -0.10 | -0.10% |
Last Price | 99.10 | Volume | 10,000 | |
Time | 15:03:38 | Date | 09/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1333286115 |
Valor | 133328611 |
Symbol | RCAABV |
Barrier | 9.65 EUR |
Cap | 16.09 EUR |
Quotation in percent | Yes |
Coupon p.a. | 6.00% |
Coupon Premium | 2.56% |
Coupon Yield | 3.44% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 02/04/2024 |
Date of maturity | 03/04/2025 |
Last trading day | 27/03/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 99.8000 |
Maximum yield | 4.42% |
Maximum yield p.a. | 6.19% |
Sideways yield | 4.42% |
Sideways yield p.a. | 6.19% |
Distance to Cap | -1.941 |
Distance to Cap in % | -13.72% |
Is Cap Level reached | No |
Distance to Barrier | 4.493 |
Distance to Barrier in % | 31.76% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 99.60 % |
Last Best Ask Price | 99.90 % |
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 | 497,075 EUR |
Average Sell Value | 498,575 EUR |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |