Login
Worst of Reverse Convertible
Symbol:
MWVRCH
ISIN:
CH1282107031
Issuer:
Raiffeisen
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 | 66.18 | ||||
| Diff. absolute / % | -2.42 | -3.66% | |||
Determined prices
| Last Price | 61.44 | Volume | 20,000 | |
| Time | 16:28:21 | Date | 09/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1282107031 |
| Valor | 128210703 |
| Symbol | MWVRCH |
| Quotation in percent | Yes |
| Coupon p.a. | 7.50% |
| Coupon Premium | 5.71% |
| Coupon Yield | 1.79% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/09/2023 |
| Date of maturity | 12/09/2025 |
| Last trading day | 05/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Raiffeisen |
Key data
| Ask Price (basis for calculation) | 64.7200 |
| Maximum yield | 69.03% |
| Maximum yield p.a. | 59.56% |
| Sideways yield | 69.03% |
| Sideways yield p.a. | 59.56% |
market maker quality Date: 15/07/2024
| Average Spread | 1.00% |
| Last Best Bid Price | 65.52 % |
| Last Best Ask Price | 66.18 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 166,096 CHF |
| Average Sell Value | 167,765 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Pfizer Inc. | Roche AG | Merck & Co. Inc. | Bayer AG |
| ISIN | US7170811035 | CH0012032048 | US58933Y1055 | DE000BAY0017 |
| Price |
27.04 EUR
|
258.9000 CHF |
115.00 EUR
|
- |
| Date | 16/07/24 22:59 | 16/07/24 17:30 | 16/07/24 22:59 | - |
| Cap | 35.78 USD | 259.45 CHF | 109.84 USD | 50.87 EUR |
| Distance to Cap | -6.45 | -1.05001 | 18.88 | -24.97 |
| Distance to Cap in % | -21.99% | -0.41% | 14.67% | -96.41% |
| Is Cap Level reached | No | No | No | No |
| Barrier | 17.53 USD | 127.13 CHF | 53.82 USD | 24.93 EUR |
| Distance to Barrier | 11.8 | 131.27 | 74.9 | 0.97 |
| Distance to Barrier in % | 40.23% | 50.80% | 58.19% | 3.75% |
| Is Barrier reached | No | No | No | No |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)