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Worst of Reverse Convertible
Symbol:
LHERCH
ISIN:
CH1221562700
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 | 58.30 | ||||
| Diff. absolute / % | -0.26 | -0.45% | |||
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 | CH1221562700 |
| Valor | 122156270 |
| Symbol | LHERCH |
| Quotation in percent | Yes |
| Coupon p.a. | 10.80% |
| Coupon Premium | 6.16% |
| Coupon Yield | 4.64% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Pfizer Inc. - 20/10/2023) |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 27/12/2022 |
| Date of maturity | 27/06/2024 |
| Last trading day | 20/06/2024 |
| 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) | 58.5300 |
| Maximum yield | 75.49% |
| Maximum yield p.a. | 672.06% |
| Sideways yield | -0.08% |
| Sideways yield p.a. | -0.71% |
market maker quality Date: 16/05/2024
| Average Spread | 1.00% |
| Last Best Bid Price | 58.30 % |
| Last Best Ask Price | 58.89 % |
| 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 | 146,201 USD |
| Average Sell Value | 147,676 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Pfizer Inc. | Johnson & Johnson | Merck & Co. Inc. |
| ISIN | US7170811035 | US4781601046 | US58933Y1055 |
| Price |
26.35 EUR
|
142.16 EUR
|
120.70 EUR
|
| Date | 18/05/24 12:15 | 18/05/24 12:15 | 18/05/24 12:15 |
| Cap | 51.40 USD | 175.67 USD | 109.20 USD |
| Distance to Cap | -22.735 | -21.49 | 21.3 |
| Distance to Cap in % | -79.31% | -13.94% | 16.32% |
| Is Cap Level reached | No | No | No |
| Barrier | 30.84 USD | 105.40 USD | 65.52 USD |
| Distance to Barrier | -0.205 | 48.78 | 64.98 |
| Distance to Barrier in % | -0.67% | 31.64% | 49.79% |
| Is Barrier reached | Yes | No | No |
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