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Barrier Reverse Convertible
Symbol:
RCBABV
ISIN:
CH1283318470
Issuer:
Bank Vontobel
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 | 101.10 | ||||
| Diff. absolute / % | -0.10 | -0.10% | |||
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 | CH1283318470 |
| Valor | 128331847 |
| Symbol | RCBABV |
| Barrier | 5.53 EUR |
| Cap | 10.06 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 10.25% |
| Coupon Premium | 6.41% |
| Coupon Yield | 3.84% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| 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 |
Underlyings
| Name | Commerzbank AG |
| ISIN | DE000CBK1001 |
| Price |
15.485 EUR
|
| Date | 18/05/24 13:03 |
| Ratio | 0.010057 |
| Cap | 10.057 EUR |
| Barrier | 5.531 EUR |
Key data
| Ask Price (basis for calculation) | 101.3100 |
| Maximum yield | 1.22% |
| Maximum yield p.a. | 4.73% |
| Sideways yield | 1.22% |
| Sideways yield p.a. | 4.73% |
| Distance to Cap | 5.108 |
| Distance to Cap in % | 33.68% |
| Is Cap Level reached | No |
| Distance to Barrier | 9.634 |
| Distance to Barrier in % | 63.53% |
| Is Barrier reached | No |
market maker quality Date: 16/05/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 101.00 % |
| Last Best Ask Price | 101.31 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,956 |
| Average Sell Volume | 494,956 |
| Average Buy Value | 499,906 EUR |
| Average Sell Value | 501,442 EUR |
| Spreads Availability Ratio | 99.73% |
| Quote Availability | 99.73% |
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