SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
27.05.24
10:47:00 |
101.20 %
|
101.70 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 101.60 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1317180219 |
Valor | 131718021 |
Symbol | RZUABV |
Barrier | 346.60 CHF |
Cap | 433.30 CHF |
Quotation in percent | Yes |
Coupon p.a. | 4.75% |
Coupon Premium | 3.40% |
Coupon Yield | 1.35% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/02/2024 |
Date of maturity | 10/02/2025 |
Last trading day | 03/02/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 101.8000 |
Maximum yield | 1.52% |
Maximum yield p.a. | 2.14% |
Sideways yield | 1.52% |
Sideways yield p.a. | 2.14% |
Distance to Cap | 37.4 |
Distance to Cap in % | 7.95% |
Is Cap Level reached | No |
Distance to Barrier | 124.1 |
Distance to Barrier in % | 26.37% |
Is Barrier reached | No |
Average Spread | 0.49% |
Last Best Bid Price | 101.30 % |
Last Best Ask Price | 101.80 % |
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 | 506,033 CHF |
Average Sell Value | 508,533 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |