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Barrier Reverse Convertible
Symbol:
RRDABV
ISIN:
CH1361308567
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.11.24
08:04:00 |
|
108.50 %
|
112.60 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 109.00 | ||||
| Diff. absolute / % | -0.20 | -0.18% | |||
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 | CH1361308567 |
| Valor | 136130856 |
| Symbol | RRDABV |
| Barrier | 34.92 USD |
| Cap | 69.84 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 20.00% |
| Coupon Premium | 15.09% |
| Coupon Yield | 4.91% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 15/07/2024 |
| Date of maturity | 18/07/2025 |
| Last trading day | 11/07/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 109.1000 |
| Maximum yield | 3.78% |
| Maximum yield p.a. | 5.61% |
| Sideways yield | 3.78% |
| Sideways yield p.a. | 5.61% |
| Distance to Cap | 61.965 |
| Distance to Cap in % | 47.01% |
| Is Cap Level reached | No |
| Distance to Barrier | 96.885 |
| Distance to Barrier in % | 73.51% |
| Is Barrier reached | No |
market maker quality Date: 14/11/2024
| Average Spread | 1.49% |
| Last Best Bid Price | 108.50 % |
| Last Best Ask Price | 109.00 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,903 |
| Average Sell Volume | 145,903 |
| Average Buy Value | 158,466 USD |
| Average Sell Value | 159,750 USD |
| Spreads Availability Ratio | 99.10% |
| Quote Availability | 99.10% |
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