SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 101.80 | ||||
Diff. absolute / % | 0.20 | +0.20% |
Last Price | 101.80 | Volume | 100,000 | |
Time | 12:59:28 | Date | 03/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1308706253 |
Valor | 130870625 |
Symbol | RVAALV |
Barrier | 253.60 CHF |
Cap | 422.70 CHF |
Quotation in percent | Yes |
Coupon p.a. | 8.50% |
Coupon Premium | 7.31% |
Coupon Yield | 1.19% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/12/2023 |
Date of maturity | 23/06/2025 |
Last trading day | 16/06/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 102.7000 |
Maximum yield | 5.68% |
Maximum yield p.a. | 6.06% |
Sideways yield | 5.68% |
Sideways yield p.a. | 6.06% |
Distance to Cap | 101.7 |
Distance to Cap in % | 19.39% |
Is Cap Level reached | No |
Distance to Barrier | 270.8 |
Distance to Barrier in % | 51.64% |
Is Barrier reached | No |
Average Spread | 0.78% |
Last Best Bid Price | 101.70 % |
Last Best Ask Price | 102.50 % |
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 | 508,053 CHF |
Average Sell Value | 512,053 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |