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Barrier Reverse Convertible
Symbol:
RBAA1V
ISIN:
CH1304166262
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 98.50 | ||||
| Diff. absolute / % | -0.10 | -0.10% | |||
Determined prices
| Last Price | 95.40 | Volume | 25,000 | |
| Time | 14:19:47 | Date | 26/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1304166262 |
| Valor | 130416626 |
| Symbol | RBAA1V |
| Barrier | 21.49 EUR |
| Cap | 33.06 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 8.95% |
| Coupon Premium | 7.32% |
| Coupon Yield | 1.63% |
| 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 | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Bayer AG |
| ISIN | DE000BAY0017 |
| Price |
28.3275 EUR
|
| Date | 01/06/24 13:03 |
| Ratio | 0.03306 |
| Cap | 33.06 EUR |
| Barrier | 21.489 EUR |
Key data
| Ask Price (basis for calculation) | 98.5000 |
| Maximum yield | 5.86% |
| Maximum yield p.a. | 11.56% |
| Sideways yield | 5.86% |
| Sideways yield p.a. | 11.56% |
| Distance to Cap | -5.005 |
| Distance to Cap in % | -17.84% |
| Is Cap Level reached | No |
| Distance to Barrier | 6.566 |
| Distance to Barrier in % | 23.40% |
| Is Barrier reached | No |
market maker quality Date: 29/05/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 96.60 % |
| Last Best Ask Price | 96.90 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,969 |
| Average Sell Volume | 494,969 |
| Average Buy Value | 481,293 CHF |
| Average Sell Value | 482,780 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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