SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
15:33:00 |
99.90 %
|
100.40 %
|
USD | |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 100.00 | ||||
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 | CH1262677789 |
Valor | 126267778 |
Symbol | RAAAEV |
Barrier | 109.84 USD |
Cap | 183.07 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.25% |
Coupon Premium | 3.14% |
Coupon Yield | 5.11% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 15/06/2023 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.4000 |
Maximum yield | 0.50% |
Maximum yield p.a. | 4.53% |
Sideways yield | 0.50% |
Sideways yield p.a. | 4.53% |
Distance to Cap | 6.84 |
Distance to Cap in % | 3.60% |
Is Cap Level reached | No |
Distance to Barrier | 80.07 |
Distance to Barrier in % | 42.16% |
Is Barrier reached | No |
Average Spread | 0.52% |
Last Best Bid Price | 99.90 % |
Last Best Ask Price | 100.40 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,201 |
Average Sell Volume | 144,201 |
Average Buy Value | 144,057 USD |
Average Sell Value | 144,781 USD |
Spreads Availability Ratio | 99.59% |
Quote Availability | 99.59% |