SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 102.30 | ||||
Diff. absolute / % | -0.50 | -0.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283318645 |
Valor | 128331864 |
Symbol | RNVAKV |
Barrier | 235.72 USD |
Cap | 428.59 USD |
Quotation in percent | Yes |
Coupon p.a. | 13.50% |
Coupon Premium | 8.13% |
Coupon Yield | 5.37% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 14/08/2023 |
Date of maturity | 19/08/2024 |
Last trading day | 12/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 102.3000 |
Maximum yield | 1.05% |
Maximum yield p.a. | 4.06% |
Sideways yield | 1.05% |
Sideways yield p.a. | 4.06% |
Distance to Cap | 510.03 |
Distance to Cap in % | 54.34% |
Is Cap Level reached | No |
Distance to Barrier | 702.9 |
Distance to Barrier in % | 74.89% |
Is Barrier reached | No |
Average Spread | 0.53% |
Last Best Bid Price | 101.80 % |
Last Best Ask Price | 102.30 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 133,107 |
Average Sell Volume | 133,107 |
Average Buy Value | 135,496 USD |
Average Sell Value | 136,178 USD |
Spreads Availability Ratio | 99.50% |
Quote Availability | 99.50% |