SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
15.05.24
09:23:00 |
99.90 %
|
100.20 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 100.00 | ||||
Diff. absolute / % | 0.20 | +0.20% |
Last Price | 99.10 | Volume | 10,000 | |
Time | 14:56:26 | Date | 23/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275371396 |
Valor | 127537139 |
Symbol | RCFAKV |
Barrier | 89.92 CHF |
Cap | 149.87 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.25% |
Coupon Premium | 4.28% |
Coupon Yield | 1.97% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/07/2023 |
Date of maturity | 19/07/2024 |
Last trading day | 12/07/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.3000 |
Maximum yield | 0.77% |
Maximum yield p.a. | 4.33% |
Sideways yield | 0.77% |
Sideways yield p.a. | 4.33% |
Distance to Cap | -13.47 |
Distance to Cap in % | -9.88% |
Is Cap Level reached | No |
Distance to Barrier | 46.48 |
Distance to Barrier in % | 34.08% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 100.00 % |
Last Best Ask Price | 100.30 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 499,594 CHF |
Average Sell Value | 501,094 CHF |
Spreads Availability Ratio | 98.94% |
Quote Availability | 98.94% |