SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.05.24
10:20:00 |
100.40 %
|
101.40 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 100.50 | ||||
Diff. absolute / % | -0.10 | -0.10% |
Last Price | 100.20 | Volume | 40,000 | |
Time | 10:31:16 | Date | 20/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1300252165 |
Valor | 130025216 |
Symbol | RLOAPV |
Barrier | 40.99 CHF |
Cap | 74.52 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.80% |
Coupon Premium | 5.14% |
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 | 30/11/2023 |
Date of maturity | 02/12/2024 |
Last trading day | 25/11/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 101.5000 |
Maximum yield | 3.58% |
Maximum yield p.a. | 6.48% |
Sideways yield | 3.58% |
Sideways yield p.a. | 6.48% |
Distance to Cap | 4.9 |
Distance to Cap in % | 6.17% |
Is Cap Level reached | No |
Distance to Barrier | 38.43 |
Distance to Barrier in % | 48.39% |
Is Barrier reached | No |
Average Spread | 0.79% |
Last Best Bid Price | 100.50 % |
Last Best Ask Price | 101.30 % |
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 | 502,481 CHF |
Average Sell Value | 506,481 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |