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Barrier Reverse Convertible
Symbol:
RNVABV
ISIN:
CH1308712640
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.05.24
11:04:00 |
|
104.70 %
|
105.50 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 104.70 | ||||
| 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 | Barrier Reverse Convertible |
| ISIN | CH1308712640 |
| Valor | 130871264 |
| Symbol | RNVABV |
| Barrier | 327.20 USD |
| Cap | 594.91 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 11.75% |
| Coupon Premium | 7.06% |
| Coupon Yield | 4.69% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 25/01/2024 |
| Date of maturity | 28/04/2025 |
| Last trading day | 17/04/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
961.45 EUR
|
| Date | 24/05/24 11:39 |
| Ratio | 0.594909 |
| Cap | 594.91 USD |
| Barrier | 327.20 USD |
Key data
| Ask Price (basis for calculation) | 105.6200 |
| Maximum yield | 5.86% |
| Maximum yield p.a. | 6.31% |
| Sideways yield | 5.86% |
| Sideways yield p.a. | 6.31% |
| Distance to Cap | 442.84 |
| Distance to Cap in % | 42.67% |
| Is Cap Level reached | No |
| Distance to Barrier | 710.55 |
| Distance to Barrier in % | 68.47% |
| Is Barrier reached | No |
market maker quality Date: 23/05/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 104.70 % |
| Last Best Ask Price | 105.50 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 144,181 |
| Average Sell Volume | 144,181 |
| Average Buy Value | 150,884 USD |
| Average Sell Value | 152,056 USD |
| Spreads Availability Ratio | 98.00% |
| Quote Availability | 98.00% |
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