SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.90 | ||||
Diff. absolute / % | -0.40 | -0.40% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275367337 |
Valor | 127536733 |
Symbol | RCVAAV |
Barrier | 84.08 USD |
Cap | 152.88 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.00% |
Coupon Premium | 2.74% |
Coupon Yield | 5.26% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 28/06/2023 |
Date of maturity | 28/06/2024 |
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) | 101.0000 |
Maximum yield | -0.08% |
Maximum yield p.a. | -0.68% |
Sideways yield | -0.08% |
Sideways yield p.a. | -0.68% |
Distance to Cap | 8.86001 |
Distance to Cap in % | 5.48% |
Is Cap Level reached | No |
Distance to Barrier | 77.66 |
Distance to Barrier in % | 48.02% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 100.50 % |
Last Best Ask Price | 101.00 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,268 |
Average Sell Volume | 144,268 |
Average Buy Value | 144,989 USD |
Average Sell Value | 145,714 USD |
Spreads Availability Ratio | 99.61% |
Quote Availability | 99.61% |