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Barrier Reverse Convertible
Symbol:
RUSAAV
ISIN:
CH1341851975
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 | 100.20 | ||||
| Diff. absolute / % | 0.10 | +0.10% | |||
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 | CH1341851975 |
| Valor | 134185197 |
| Symbol | RUSAAV |
| Barrier | 24.66 USD |
| Cap | 41.10 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 8.75% |
| Coupon Premium | 3.51% |
| Coupon Yield | 5.24% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 27/05/2024 |
| Date of maturity | 30/05/2025 |
| Last trading day | 22/05/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | U.S. Bancorp |
| ISIN | US9029733048 |
| Price |
39.78 EUR
|
| Date | 16/07/24 22:59 |
| Ratio | 0.0411 |
| Cap | 41.10 USD |
| Barrier | 24.66 USD |
Key data
| Ask Price (basis for calculation) | 100.8000 |
| Maximum yield | 6.69% |
| Maximum yield p.a. | 7.68% |
| Sideways yield | 6.69% |
| Sideways yield p.a. | 7.68% |
| Distance to Cap | 2.01 |
| Distance to Cap in % | 4.66% |
| Is Cap Level reached | No |
| Distance to Barrier | 18.45 |
| Distance to Barrier in % | 42.80% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 1.63% |
| Last Best Bid Price | 100.20 % |
| Last Best Ask Price | 100.70 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,137 |
| Average Sell Volume | 145,137 |
| Average Buy Value | 145,274 USD |
| Average Sell Value | 146,560 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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