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Barrier Reverse Convertible
Symbol:
RWMABV
ISIN:
CH1275370463
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.05.24
16:23:00 |
|
100.60 %
|
101.10 %
|
USD |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 101.00 | ||||
| Diff. absolute / % | -0.50 | -0.50% | |||
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 | CH1275370463 |
| Valor | 127537046 |
| Symbol | RWMABV |
| Barrier | 94.83 USD |
| Cap | 172.41 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 6.00% |
| Coupon Premium | 0.66% |
| Coupon Yield | 5.34% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 27/07/2023 |
| Date of maturity | 28/10/2024 |
| Last trading day | 21/10/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Waste Management Inc. |
| ISIN | US94106L1098 |
| Price |
193.20 EUR
|
| Date | 15/05/24 16:42 |
| Ratio | 0.17241 |
| Cap | 172.41 USD |
| Barrier | 94.83 USD |
Key data
| Ask Price (basis for calculation) | 101.1000 |
| Maximum yield | 1.54% |
| Maximum yield p.a. | 3.38% |
| Sideways yield | 1.54% |
| Sideways yield p.a. | 3.38% |
| Distance to Cap | 37.64 |
| Distance to Cap in % | 17.92% |
| Is Cap Level reached | No |
| Distance to Barrier | 115.22 |
| Distance to Barrier in % | 54.85% |
| Is Barrier reached | No |
market maker quality Date: 14/05/2024
| 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 | 145,784 |
| Average Sell Volume | 145,784 |
| Average Buy Value | 146,513 USD |
| Average Sell Value | 147,245 USD |
| Spreads Availability Ratio | 98.90% |
| Quote Availability | 98.90% |
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