SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
09:04:00 |
100.70 %
|
101.70 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 100.90 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 101.10 | Volume | 100,000 | |
Time | 14:55:28 | Date | 10/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262675437 |
Valor | 126267543 |
Symbol | RHOACV |
Barrier | 35.68 CHF |
Cap | 59.46 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.75% |
Coupon Premium | 3.67% |
Coupon Yield | 2.08% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/06/2023 |
Date of maturity | 23/06/2025 |
Last trading day | 16/06/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 101.7000 |
Maximum yield | 5.41% |
Maximum yield p.a. | 4.91% |
Sideways yield | 5.41% |
Sideways yield p.a. | 4.91% |
Distance to Cap | 18.4 |
Distance to Cap in % | 23.63% |
Is Cap Level reached | No |
Distance to Barrier | 42.18 |
Distance to Barrier in % | 54.17% |
Is Barrier reached | No |
Average Spread | 0.99% |
Last Best Bid Price | 100.70 % |
Last Best Ask Price | 101.70 % |
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 | 503,916 CHF |
Average Sell Value | 508,916 CHF |
Spreads Availability Ratio | 99.50% |
Quote Availability | 99.50% |