SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.70 | ||||
Diff. absolute / % | 0.20 | +0.20% |
Last Price | 94.40 | Volume | 100,000 | |
Time | 16:45:16 | Date | 24/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1323532098 |
Valor | 132353209 |
Symbol | RTEAMV |
Barrier | 39.76 CHF |
Cap | 66.27 CHF |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 5.89% |
Coupon Yield | 1.11% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/03/2024 |
Date of maturity | 19/03/2026 |
Last trading day | 12/03/2026 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.3000 |
Maximum yield | 11.13% |
Maximum yield p.a. | 6.65% |
Sideways yield | 11.13% |
Sideways yield p.a. | 6.65% |
Distance to Cap | -0.420002 |
Distance to Cap in % | -0.64% |
Is Cap Level reached | No |
Distance to Barrier | 26.09 |
Distance to Barrier in % | 39.62% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 99.40 % |
Last Best Ask Price | 99.70 % |
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 | 497,501 CHF |
Average Sell Value | 499,001 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |