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Barrier Reverse Convertible
Symbol:
RCBAEV
ISIN:
CH1235103285
Issuer:
Bank Vontobel
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 | 100.50 | ||||
| Diff. absolute / % | -0.10 | -0.10% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1235103285 |
| Valor | 123510328 |
| Symbol | RCBAEV |
| Barrier | 6.28 EUR |
| Cap | 11.41 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 6.40% |
| Coupon Yield | 3.60% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 16/03/2023 |
| Date of maturity | 17/06/2024 |
| Last trading day | 10/06/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Commerzbank AG |
| ISIN | DE000CBK1001 |
| Price |
15.485 EUR
|
| Date | 18/05/24 13:00 |
| Ratio | 0.01141 |
| Cap | 11.41 EUR |
| Barrier | 6.276 EUR |
Key data
| Ask Price (basis for calculation) | 100.7000 |
| Maximum yield | 0.15% |
| Maximum yield p.a. | 1.72% |
| Sideways yield | 0.15% |
| Sideways yield p.a. | 1.72% |
| Distance to Cap | 3.755 |
| Distance to Cap in % | 24.76% |
| Is Cap Level reached | No |
| Distance to Barrier | 8.889 |
| Distance to Barrier in % | 58.62% |
| Is Barrier reached | No |
market maker quality Date: 16/05/2024
| Average Spread | 0.31% |
| Last Best Bid Price | 100.40 % |
| Last Best Ask Price | 100.70 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 494,956 |
| Average Sell Volume | 98,991 |
| Average Buy Value | 496,936 EUR |
| Average Sell Value | 99,685 EUR |
| Spreads Availability Ratio | 99.73% |
| Quote Availability | 99.73% |
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