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Worst of Reverse Convertible
Symbol:
NDERCH
ISIN:
CH1282113054
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 | 99.05 | ||||
| Diff. absolute / % | -0.52 | -0.52% | |||
Determined prices
| Last Price | 99.21 | Volume | 40,000 | |
| Time | 12:33:57 | Date | 16/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1282113054 |
| Valor | 128211305 |
| Symbol | NDERCH |
| Quotation in percent | Yes |
| Coupon p.a. | 7.25% |
| Coupon Premium | 5.61% |
| Coupon Yield | 1.64% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/10/2023 |
| Date of maturity | 20/10/2025 |
| Last trading day | 13/10/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Raiffeisen |
Key data
| Ask Price (basis for calculation) | 99.3100 |
| Maximum yield | 11.66% |
| Maximum yield p.a. | 9.24% |
| Sideways yield | 11.66% |
| Sideways yield p.a. | 9.24% |
market maker quality Date: 15/07/2024
| Average Spread | 0.81% |
| Last Best Bid Price | 98.66 % |
| Last Best Ask Price | 99.46 % |
| 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 | 247,341 CHF |
| Average Sell Value | 249,341 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Nestlé S.A. | Carrefour S.A. | Danone S.A. | Unilever N.V. |
| ISIN | CH0038863350 | FR0000120172 | FR0000120644 | |
| Price | 92.62 CHF |
14.1975 EUR
|
58.59 EUR
|
- |
| Date | 16/07/24 17:30 | 16/07/24 22:23 | 16/07/24 22:23 | - |
| Cap | 103.08 CHF | 15.78 EUR | 54.00 EUR | 45.38 EUR |
| Distance to Cap | -10.28 | -1.635 | 4.36 | 7.06 |
| Distance to Cap in % | -11.08% | -11.56% | 7.47% | 13.46% |
| Is Cap Level reached | No | No | No | No |
| Barrier | 60.82 CHF | 9.31 EUR | 31.86 EUR | 26.77 EUR |
| Distance to Barrier | 31.98 | 4.835 | 26.5 | 25.67 |
| Distance to Barrier in % | 34.46% | 34.18% | 45.41% | 48.95% |
| Is Barrier reached | No | No | No | No |
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