SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.20 | ||||
Diff. absolute / % | -0.20 | -0.20% |
Last Price | 99.40 | Volume | 100,000 | |
Time | 16:57:47 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1323527635 |
Valor | 132352763 |
Symbol | RVUAAV |
Barrier | 183.98 USD |
Cap | 283.04 USD |
Quotation in percent | Yes |
Coupon p.a. | 6.25% |
Coupon Premium | 1.11% |
Coupon Yield | 5.14% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 28/02/2024 |
Date of maturity | 05/03/2025 |
Last trading day | 26/02/2025 |
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) | 99.5000 |
Maximum yield | 5.45% |
Maximum yield p.a. | 6.82% |
Sideways yield | 5.45% |
Sideways yield p.a. | 6.82% |
Distance to Cap | -3.02001 |
Distance to Cap in % | -1.08% |
Is Cap Level reached | No |
Distance to Barrier | 96.04 |
Distance to Barrier in % | 34.30% |
Is Barrier reached | No |
Average Spread | 0.52% |
Last Best Bid Price | 99.10 % |
Last Best Ask Price | 99.60 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 143,686 |
Average Sell Volume | 143,686 |
Average Buy Value | 142,402 USD |
Average Sell Value | 143,124 USD |
Spreads Availability Ratio | 99.45% |
Quote Availability | 99.45% |