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Worst of Reverse Convertible
Symbol:
NRVRCH
ISIN:
CH1282125108
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 | 95.72 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1282125108 |
| Valor | 128212510 |
| Symbol | NRVRCH |
| Quotation in percent | Yes |
| Coupon p.a. | 9.00% |
| Coupon Premium | 4.64% |
| Coupon Yield | 4.36% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 12/02/2024 |
| Date of maturity | 12/08/2025 |
| Last trading day | 05/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Raiffeisen |
Key data
| Ask Price (basis for calculation) | 96.4300 |
| Maximum yield | 10.69% |
| Maximum yield p.a. | 14.83% |
| Sideways yield | 10.69% |
| Sideways yield p.a. | 14.83% |
market maker quality Date: 20/11/2024
| Average Spread | 0.84% |
| Last Best Bid Price | 94.38 % |
| Last Best Ask Price | 95.18 % |
| 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 | 236,548 USD |
| Average Sell Value | 238,548 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Pfizer Inc. | Johnson & Johnson | Merck & Co. Inc. |
| ISIN | US7170811035 | US4781601046 | US58933Y1055 |
| Price |
24.58 EUR
|
149.04 EUR
|
95.40 EUR
|
| Date | 23/11/24 09:58 | 23/11/24 09:58 | 23/11/24 09:58 |
| Cap | 26.93 USD | 156.61 USD | 126.41 USD |
| Distance to Cap | -1.3 | 0.410004 | -24.73 |
| Distance to Cap in % | -5.07% | 0.26% | -24.32% |
| Is Cap Level reached | No | No | No |
| Barrier | 14.8115 USD | 86.1355 USD | 69.5255 USD |
| Distance to Barrier | 10.8185 | 70.8845 | 32.1545 |
| Distance to Barrier in % | 42.21% | 45.14% | 31.62% |
| Is Barrier reached | No | No | No |
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