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Barrier Reverse Convertible
Symbol:
RCBAEV
ISIN:
CH1394387943
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 100.31 | ||||
| Diff. absolute / % | -0.11 | -0.11% | |||
Determined prices
| Last Price | 100.10 | Volume | 15,000 | |
| Time | 13:59:58 | Date | 28/01/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1394387943 |
| Valor | 139438794 |
| Symbol | RCBAEV |
| Barrier | 11.20 EUR |
| Cap | 16.00 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 8.50% |
| Coupon Premium | 6.19% |
| Coupon Yield | 2.31% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 13/11/2024 |
| Date of maturity | 18/11/2025 |
| Last trading day | 11/11/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Commerzbank AG |
| ISIN | DE000CBK1001 |
| Price |
23.18 EUR
|
| Date | 28/04/25 23:00 |
| Ratio | 0.015998 |
| Cap | 15.998 EUR |
| Barrier | 11.199 EUR |
Key data
| Ask Price (basis for calculation) | 100.6100 |
| Maximum yield | 3.96% |
| Maximum yield p.a. | 7.09% |
| Sideways yield | 3.96% |
| Sideways yield p.a. | 7.09% |
| Distance to Cap | 8.012 |
| Distance to Cap in % | 33.37% |
| Is Cap Level reached | No |
| Distance to Barrier | 12.811 |
| Distance to Barrier in % | 53.36% |
| Is Barrier reached | No |
market maker quality Date: 25/04/2025
| Average Spread | 0.32% |
| Last Best Bid Price | 100.00 % |
| Last Best Ask Price | 100.31 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 495,175 |
| Average Sell Volume | 495,175 |
| Average Buy Value | 495,552 EUR |
| Average Sell Value | 497,093 EUR |
| Spreads Availability Ratio | 98.77% |
| Quote Availability | 98.77% |
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