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Barrier Reverse Convertible
Symbol:
RTRAAV
ISIN:
CH1275367378
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 100.70 | ||||
| Diff. absolute / % | -0.40 | -0.40% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1275367378 |
| Valor | 127536737 |
| Symbol | RTRAAV |
| Barrier | 105.08 USD |
| Cap | 175.14 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 6.75% |
| Coupon Premium | 1.48% |
| Coupon Yield | 5.27% |
| 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 |
Underlyings
| Name | Travelers Cos. Inc. |
| ISIN | US89417E1091 |
| Price |
196.70 EUR
|
| Date | 24/05/24 22:58 |
| Ratio | 0.17514 |
| Cap | 175.14 USD |
| Barrier | 105.08 USD |
Key data
| Ask Price (basis for calculation) | 100.7000 |
| Maximum yield | -0.05% |
| Maximum yield p.a. | -0.54% |
| Sideways yield | -0.05% |
| Sideways yield p.a. | -0.54% |
| Distance to Cap | 38.61 |
| Distance to Cap in % | 18.06% |
| Is Cap Level reached | No |
| Distance to Barrier | 108.67 |
| Distance to Barrier in % | 50.84% |
| Is Barrier reached | No |
market maker quality Date: 23/05/2024
| Average Spread | 1.63% |
| Last Best Bid Price | 100.20 % |
| Last Best Ask Price | 100.70 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 142,787 |
| Average Sell Volume | 28,557 |
| Average Buy Value | 143,073 USD |
| Average Sell Value | 28,871 USD |
| Spreads Availability Ratio | 98.91% |
| Quote Availability | 98.91% |
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