SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.90 | ||||
Diff. absolute / % | 0.20 | +0.20% |
Last Price | 97.10 | Volume | 30,000 | |
Time | 10:55:36 | Date | 01/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262677730 |
Valor | 126267773 |
Symbol | RNEAJV |
Barrier | 80.10 CHF |
Cap | 106.80 CHF |
Quotation in percent | Yes |
Coupon p.a. | 4.25% |
Coupon Premium | 2.23% |
Coupon Yield | 2.02% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/06/2023 |
Date of maturity | 26/06/2024 |
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) | 100.4000 |
Maximum yield | 0.15% |
Maximum yield p.a. | 1.13% |
Sideways yield | 0.15% |
Sideways yield p.a. | 1.13% |
Distance to Cap | -11.74 |
Distance to Cap in % | -12.35% |
Is Cap Level reached | No |
Distance to Barrier | 14.96 |
Distance to Barrier in % | 15.74% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.60 % |
Last Best Ask Price | 100.10 % |
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 | 497,826 CHF |
Average Sell Value | 500,326 CHF |
Spreads Availability Ratio | 98.15% |
Quote Availability | 98.15% |