SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.10 | ||||
Diff. absolute / % | 0.10 | +0.10% |
Last Price | 100.10 | Volume | 35,000 | |
Time | 09:30:54 | Date | 22/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283318199 |
Valor | 128331819 |
Symbol | RCFABV |
Barrier | 85.49 CHF |
Cap | 131.53 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.75% |
Coupon Premium | 4.89% |
Coupon Yield | 1.86% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/08/2023 |
Date of maturity | 19/08/2024 |
Last trading day | 12/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.5100 |
Maximum yield | 1.20% |
Maximum yield p.a. | 4.56% |
Sideways yield | 1.20% |
Sideways yield p.a. | 4.56% |
Distance to Cap | 5.02 |
Distance to Cap in % | 3.68% |
Is Cap Level reached | No |
Distance to Barrier | 51.06 |
Distance to Barrier in % | 37.39% |
Is Barrier reached | No |
Average Spread | 0.31% |
Last Best Bid Price | 100.10 % |
Last Best Ask Price | 100.41 % |
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 | 500,159 CHF |
Average Sell Value | 501,709 CHF |
Spreads Availability Ratio | 98.95% |
Quote Availability | 98.95% |