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Worst of Reverse Convertible
Symbol:
LNWRCH
ISIN:
CH1240581426
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 | 82.65 | ||||
| Diff. absolute / % | -0.21 | -0.25% | |||
Determined prices
| Last Price | 84.14 | Volume | 20,000 | |
| Time | 16:21:55 | Date | 15/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1240581426 |
| Valor | 124058142 |
| Symbol | LNWRCH |
| Quotation in percent | Yes |
| Coupon p.a. | 5.00% |
| Coupon Premium | 3.64% |
| Coupon Yield | 1.36% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/02/2023 |
| Date of maturity | 10/02/2025 |
| Last trading day | 03/02/2025 |
| 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) | 83.2600 |
| Maximum yield | 32.13% |
| Maximum yield p.a. | 43.60% |
| Sideways yield | 32.13% |
| Sideways yield p.a. | 43.60% |
market maker quality Date: 16/05/2024
| Average Spread | 0.96% |
| Last Best Bid Price | 81.85 % |
| Last Best Ask Price | 82.65 % |
| 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 | 207,829 CHF |
| Average Sell Value | 209,829 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Pfizer Inc. | Roche AG | Merck & Co. Inc. | Bayer AG | Novartis Sandoz Basket |
| ISIN | US7170811035 | CH0012032048 | US58933Y1055 | DE000BAY0017 | DE000A3EVDT4 |
| Price |
26.35 EUR
|
237.1000 CHF |
120.70 EUR
|
28.60 EUR
|
- |
| Date | 18/05/24 13:03 | 17/05/24 17:30 | 18/05/24 13:03 | 18/05/24 13:03 | - |
| Cap | 44.06 USD | 282.35 CHF | 102.94 USD | 56.68 EUR | 79.54 CHF |
| Distance to Cap | -15.395 | -45.45 | 27.56 | -28.03 | 21.7575 |
| Distance to Cap in % | -53.71% | -19.19% | 21.12% | -97.84% | 21.48% |
| Is Cap Level reached | No | No | No | No | No |
| Barrier | 17.62 USD | 112.94 CHF | 41.18 USD | 22.67 EUR | 31.82 CHF |
| Distance to Barrier | 11.045 | 123.96 | 89.32 | 5.98 | 69.4775 |
| Distance to Barrier in % | 38.53% | 52.33% | 68.44% | 20.87% | 68.59% |
| Is Barrier reached | No | No | No | No | No |
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