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Barrier Reverse Convertible
Symbol:
RZAABV
ISIN:
CH1275371495
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.05.24
11:20:00 |
|
99.90 %
|
100.21 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 99.80 | ||||
| Diff. absolute / % | 0.10 | +0.10% | |||
Determined prices
| Last Price | 97.80 | Volume | 15,000 | |
| Time | 09:18:17 | Date | 21/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1275371495 |
| Valor | 127537149 |
| Symbol | RZAABV |
| Barrier | 14.26 EUR |
| Cap | 28.51 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 11.50% |
| Coupon Premium | 7.56% |
| Coupon Yield | 3.94% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| 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 |
Underlyings
| Name | Zalando SE |
| ISIN | DE000ZAL1111 |
| Price |
25.57 EUR
|
| Date | 16/05/24 12:24 |
| Ratio | 0.02851 |
| Cap | 28.51 EUR |
| Barrier | 14.26 EUR |
Key data
| Ask Price (basis for calculation) | 100.2100 |
| Maximum yield | 1.65% |
| Maximum yield p.a. | 9.38% |
| Sideways yield | 1.65% |
| Sideways yield p.a. | 9.38% |
| Distance to Cap | -3.5 |
| Distance to Cap in % | -13.99% |
| Is Cap Level reached | No |
| Distance to Barrier | 10.75 |
| Distance to Barrier in % | 42.98% |
| Is Barrier reached | No |
market maker quality Date: 15/05/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 99.80 % |
| Last Best Ask Price | 100.11 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,941 |
| Average Sell Volume | 494,941 |
| Average Buy Value | 493,066 EUR |
| Average Sell Value | 494,603 EUR |
| Spreads Availability Ratio | 99.43% |
| Quote Availability | 99.43% |
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