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Multi Barrier Reverse Convertible
Symbol:
RMAHHV
ISIN:
CH1308705982
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.05.24
08:02:00 |
|
100.80 %
|
101.80 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 101.00 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1308705982 |
| Valor | 130870598 |
| Symbol | RMAHHV |
| Quotation in percent | Yes |
| Coupon p.a. | 8.50% |
| Coupon Premium | 3.53% |
| Coupon Yield | 4.97% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 21/12/2023 |
| Date of maturity | 23/12/2024 |
| Last trading day | 16/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 101.9000 |
| Maximum yield | 3.13% |
| Maximum yield p.a. | 5.12% |
| Sideways yield | 3.13% |
| Sideways yield p.a. | 5.12% |
market maker quality Date: 14/05/2024
| Average Spread | 0.99% |
| Last Best Bid Price | 100.90 % |
| Last Best Ask Price | 101.90 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 149,355 |
| Average Sell Volume | 149,355 |
| Average Buy Value | 150,650 USD |
| Average Sell Value | 152,144 USD |
| Spreads Availability Ratio | 98.99% |
| Quote Availability | 98.99% |
Underlyings
| Name | JPMorgan Chase & Co. | Goldman Sachs Group Inc. | Morgan Stanley |
| ISIN | US46625H1005 | US38141G1040 | US6174464486 |
| Price |
186.34 EUR
|
423.70 EUR
|
91.915 EUR
|
| Date | 15/05/24 09:21 | 15/05/24 09:21 | 15/05/24 09:21 |
| Cap | 165.23 USD | 380.51 USD | 91.58 USD |
| Distance to Cap | 34.31 | 79.07 | 8.49 |
| Distance to Cap in % | 17.19% | 17.20% | 8.48% |
| Is Cap Level reached | No | No | No |
| Barrier | 90.88 USD | 209.28 USD | 50.37 USD |
| Distance to Barrier | 110.605 | 249.15 | 49 |
| Distance to Barrier in % | 54.89% | 54.35% | 49.31% |
| Is Barrier reached | No | No | No |
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