SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
13:24:00 |
100.10 %
|
100.40 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 100.30 | ||||
Diff. absolute / % | -0.20 | -0.20% |
Last Price | 99.60 | Volume | 20,000 | |
Time | 14:06:16 | Date | 04/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1293295411 |
Valor | 129329541 |
Symbol | RROAAV |
Barrier | 154.54 CHF |
Cap | 237.75 CHF |
Quotation in percent | Yes |
Coupon p.a. | 4.00% |
Coupon Premium | 2.55% |
Coupon Yield | 1.45% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 02/11/2023 |
Date of maturity | 03/11/2025 |
Last trading day | 27/10/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.4000 |
Maximum yield | 5.33% |
Maximum yield p.a. | 3.63% |
Sideways yield | 5.33% |
Sideways yield p.a. | 3.63% |
Distance to Cap | -1.05 |
Distance to Cap in % | -0.44% |
Is Cap Level reached | No |
Distance to Barrier | 82.16 |
Distance to Barrier in % | 34.71% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 100.30 % |
Last Best Ask Price | 100.60 % |
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 | 502,298 CHF |
Average Sell Value | 503,798 CHF |
Spreads Availability Ratio | 99.61% |
Quote Availability | 99.61% |