SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
28.05.24
08:45:00 |
100.60 %
|
101.10 %
|
USD | |
Volume |
50,000
|
10,000
|
nominal |
Closing prev. day | 101.20 | ||||
Diff. absolute / % | -0.50 | -0.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262677797 |
Valor | 126267779 |
Symbol | RMEAEV |
Barrier | 150.40 USD |
Cap | 273.46 USD |
Quotation in percent | Yes |
Coupon p.a. | 12.00% |
Coupon Premium | 6.89% |
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) | 101.1000 |
Maximum yield | -0.14% |
Maximum yield p.a. | -1.79% |
Sideways yield | -0.14% |
Sideways yield p.a. | -1.79% |
Distance to Cap | 204.7 |
Distance to Cap in % | 42.81% |
Is Cap Level reached | No |
Distance to Barrier | 327.76 |
Distance to Barrier in % | 68.55% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.60 % |
Last Best Ask Price | 101.10 % |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 10,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 10,000 |
Average Buy Value | 50,300 USD |
Average Sell Value | 10,110 USD |
Spreads Availability Ratio | 76.65% |
Quote Availability | 76.65% |