Login
Worst of Reverse Convertible
Symbol:
NMCRCH
ISIN:
CH1282072730
Issuer:
Raiffeisen
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 | 98.65 | ||||
| Diff. absolute / % | 0.17 | +0.17% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1282072730 |
| Valor | 128207273 |
| Symbol | NMCRCH |
| Quotation in percent | Yes |
| Coupon p.a. | 13.50% |
| Coupon Premium | 12.10% |
| Coupon Yield | 1.40% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/01/2024 |
| Date of maturity | 10/01/2025 |
| Last trading day | 03/01/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Raiffeisen |
Key data
| Ask Price (basis for calculation) | 99.2600 |
| Maximum yield | 10.98% |
| Maximum yield p.a. | 16.57% |
| Sideways yield | 10.98% |
| Sideways yield p.a. | 16.57% |
market maker quality Date: 10/05/2024
| Average Spread | 0.81% |
| Last Best Bid Price | 97.64 % |
| Last Best Ask Price | 98.44 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 245,419 CHF |
| Average Sell Value | 247,419 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Deutsche Lufthansa AG | Booking Holdings Inc. | AirBnB |
| ISIN | DE0008232125 | US09857L1089 | US0090661010 |
| Price |
6.816 EUR
|
3,470.50 EUR
|
137.57 EUR
|
| Date | 14/05/24 08:27 | 14/05/24 08:26 | 14/05/24 08:27 |
| Cap | 8.041 EUR | 3,535.70 USD | 140.80 USD |
| Distance to Cap | -1.373 | 220.25 | 6.87999 |
| Distance to Cap in % | -20.59% | 5.86% | 4.66% |
| Is Cap Level reached | No | No | No |
| Barrier | 4.7442 EUR | 2,086.06 USD | 83.072 USD |
| Distance to Barrier | 1.9238 | 1669.89 | 64.608 |
| Distance to Barrier in % | 28.85% | 44.46% | 43.75% |
| Is Barrier reached | No | No | No |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)