SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 103.50 | ||||
Diff. absolute / % | -0.10 | -0.10% |
Last Price | 103.20 | Volume | 3,000 | |
Time | 15:48:24 | Date | 05/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1300247488 |
Valor | 130024748 |
Symbol | RUBAHV |
Barrier | 48.80 CHF |
Cap | 81.30 CHF |
Quotation in percent | Yes |
Coupon p.a. | 8.25% |
Coupon Premium | 6.59% |
Coupon Yield | 1.66% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 30/10/2023 |
Date of maturity | 23/12/2024 |
Last trading day | 16/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 103.7000 |
Maximum yield | 1.18% |
Maximum yield p.a. | 1.95% |
Sideways yield | 1.18% |
Sideways yield p.a. | 1.95% |
Distance to Cap | 14.2 |
Distance to Cap in % | 14.87% |
Is Cap Level reached | No |
Distance to Barrier | 46.7 |
Distance to Barrier in % | 48.90% |
Is Barrier reached | No |
Average Spread | 0.29% |
Last Best Bid Price | 103.50 % |
Last Best Ask Price | 103.80 % |
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 | 517,261 CHF |
Average Sell Value | 518,761 CHF |
Spreads Availability Ratio | 99.15% |
Quote Availability | 99.15% |