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Barrier Reverse Convertible
Symbol:
RHPAAV
ISIN:
CH1368264565
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.11.24
09:10:00 |
|
99.20 %
|
102.11 %
|
USD |
| Volume |
5,000
|
5,000
|
nominal | |
Performance
| Closing prev. day | 101.70 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1368264565 |
| Valor | 136826456 |
| Symbol | RHPAAV |
| Barrier | 21.29 USD |
| Cap | 32.75 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 5.59% |
| Coupon Yield | 4.41% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 12/08/2024 |
| Date of maturity | 15/08/2025 |
| Last trading day | 08/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | HP Inc. |
| ISIN | US40434L1052 |
| Price |
34.50 EUR
|
| Date | 27/11/24 09:26 |
| Ratio | 0.03275 |
| Cap | 32.75 USD |
| Barrier | 21.29 USD |
Key data
| Ask Price (basis for calculation) | 101.8000 |
| Maximum yield | 5.14% |
| Maximum yield p.a. | 7.16% |
| Sideways yield | 5.14% |
| Sideways yield p.a. | 7.16% |
| Distance to Cap | 6.5 |
| Distance to Cap in % | 16.56% |
| Is Cap Level reached | No |
| Distance to Barrier | 17.8 |
| Distance to Barrier in % | 45.54% |
| Is Barrier reached | No |
market maker quality Date: 26/11/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 101.30 % |
| Last Best Ask Price | 101.80 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 142,155 |
| Average Sell Volume | 142,155 |
| Average Buy Value | 144,089 USD |
| Average Sell Value | 144,803 USD |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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