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Barrier Reverse Convertible
Symbol:
RUCABV
ISIN:
CH1377800250
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 | 99.11 | ||||
| Diff. absolute / % | 0.90 | +0.90% | |||
Determined prices
| Last Price | 97.61 | Volume | 30,000 | |
| Time | 11:30:53 | Date | 23/09/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1377800250 |
| Valor | 137780025 |
| Symbol | RUCABV |
| Barrier | 24.03 EUR |
| Cap | 36.98 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 7.50% |
| Coupon Premium | 4.71% |
| Coupon Yield | 2.79% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 10/09/2024 |
| Date of maturity | 15/09/2025 |
| Last trading day | 08/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | UniCredit S.p.A. |
| ISIN | IT0005239360 |
| Price |
38.1875 EUR
|
| Date | 23/11/24 09:30 |
| Ratio | 0.036975 |
| Cap | 36.975 EUR |
| Barrier | 24.034 EUR |
Key data
| Ask Price (basis for calculation) | 99.0100 |
| Maximum yield | 7.06% |
| Maximum yield p.a. | 8.67% |
| Sideways yield | 7.06% |
| Sideways yield p.a. | 8.67% |
| Distance to Cap | 1.77 |
| Distance to Cap in % | 4.57% |
| Is Cap Level reached | No |
| Distance to Barrier | 14.711 |
| Distance to Barrier in % | 37.97% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.31% |
| Last Best Bid Price | 99.60 % |
| Last Best Ask Price | 99.91 % |
| 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 | 498,411 EUR |
| Average Sell Value | 499,960 EUR |
| Spreads Availability Ratio | 99.69% |
| Quote Availability | 99.69% |
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