SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.30 | ||||
Diff. absolute / % | -0.70 | -0.70% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Reverse Convertible |
ISIN | CH1292671430 |
Valor | 129267143 |
Symbol | RCFAUV |
Outperformance Level | 140.4620 |
Quotation in percent | Yes |
Coupon p.a. | 4.64% |
Coupon Premium | 2.82% |
Coupon Yield | 1.82% |
Type | Reverse Convertibles |
SVSP Code | 1220 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 08/09/2023 |
Date of maturity | 09/09/2024 |
Last trading day | 02/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.5000 |
Maximum yield | 0.96% |
Maximum yield p.a. | 3.03% |
Sideways yield | 0.96% |
Sideways yield p.a. | 3.03% |
Distance to Cap | 44.64 |
Distance to Cap in % | 32.36% |
Is Cap Level reached | No |
Average Spread | 0.20% |
Last Best Bid Price | 100.30 % |
Last Best Ask Price | 100.50 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 498,308 |
Average Sell Volume | 498,308 |
Average Buy Value | 499,020 CHF |
Average Sell Value | 500,018 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |