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Barrier Reverse Convertible
Symbol:
ARVBIL
ISIN:
CH1284248684
Issuer:
Banque Int. à Luxembourg
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
11:04:00 |
|
101.65 %
|
102.47 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 101.60 | ||||
| Diff. absolute / % | 0.27 | +0.27% | |||
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 | CH1284248684 |
| Valor | 128424868 |
| Symbol | ARVBIL |
| Quotation in percent | Yes |
| Coupon p.a. | 17.00% |
| Coupon Premium | 11.79% |
| Coupon Yield | 5.21% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 02/11/2023 |
| Date of maturity | 02/05/2025 |
| Last trading day | 24/04/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Int. à Luxembourg |
Key data
| Ask Price (basis for calculation) | 102.5000 |
| Maximum yield | 14.12% |
| Maximum yield p.a. | 14.90% |
| Sideways yield | 14.12% |
| Sideways yield p.a. | 14.90% |
market maker quality Date: 17/05/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 101.60 % |
| Last Best Ask Price | 102.42 % |
| 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 | 253,844 USD |
| Average Sell Value | 255,894 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Boeing Co. | United Continental Hldg. | American Airlines Group Inc. |
| ISIN | US0970231058 | US9100471096 | US02376R1023 |
| Price |
172.09 EUR
|
50.315 EUR
|
13.267 EUR
|
| Date | 21/05/24 11:21 | 21/05/24 11:20 | 21/05/24 11:22 |
| Cap | 182.36 USD | 35.14 USD | 11.21 USD |
| Distance to Cap | 4.34 | 19.48 | 3.31 |
| Distance to Cap in % | 2.32% | 35.66% | 22.80% |
| Is Cap Level reached | No | No | No |
| Barrier | 89.3564 USD | 17.2186 USD | 5.4929 USD |
| Distance to Barrier | 97.3436 | 37.4014 | 9.0271 |
| Distance to Barrier in % | 52.14% | 68.48% | 62.17% |
| Is Barrier reached | No | No | No |
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