SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.30 | ||||
Diff. absolute / % | -0.10 | -0.10% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262671253 |
Valor | 126267125 |
Symbol | RBAAJV |
Barrier | 90.40 CHF |
Cap | 139.00 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.00% |
Coupon Premium | 3.22% |
Coupon Yield | 1.78% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/05/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.5000 |
Maximum yield | 0.10% |
Maximum yield p.a. | 0.84% |
Sideways yield | 0.10% |
Sideways yield p.a. | 0.84% |
Distance to Cap | 8 |
Distance to Cap in % | 5.44% |
Is Cap Level reached | No |
Distance to Barrier | 56.6 |
Distance to Barrier in % | 38.50% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 100.20 % |
Last Best Ask Price | 100.50 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 501,000 CHF |
Average Sell Value | 502,500 CHF |
Spreads Availability Ratio | 98.94% |
Quote Availability | 98.94% |