SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.05.24
11:24:00 |
100.90 %
|
103.00 %
|
USD | |
Volume |
50,000
|
50,000
|
nominal |
Closing prev. day | 101.00 | ||||
Diff. absolute / % | -0.10 | -0.10% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1315859707 |
Valor | 131585970 |
Symbol | RGOAHV |
Barrier | 79.18 USD |
Cap | 143.96 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.00% |
Coupon Premium | 3.39% |
Coupon Yield | 4.61% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 29/02/2024 |
Date of maturity | 02/03/2026 |
Last trading day | 23/02/2026 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 103.0000 |
Maximum yield | 10.99% |
Maximum yield p.a. | 6.07% |
Sideways yield | 10.99% |
Sideways yield p.a. | 6.07% |
Distance to Cap | 26 |
Distance to Cap in % | 15.30% |
Is Cap Level reached | No |
Distance to Barrier | 90.78 |
Distance to Barrier in % | 53.41% |
Is Barrier reached | No |
Average Spread | 1.63% |
Last Best Bid Price | 101.00 % |
Last Best Ask Price | 101.50 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 139,566 |
Average Sell Volume | 139,566 |
Average Buy Value | 140,940 USD |
Average Sell Value | 142,210 USD |
Spreads Availability Ratio | 97.22% |
Quote Availability | 97.22% |