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Barrier Reverse Convertible
Symbol:
RMBACV
ISIN:
CH1333287535
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
15:59:00 |
|
86.40 %
|
86.70 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 85.30 | ||||
| Diff. absolute / % | -3.50 | -3.97% | |||
Determined prices
| Last Price | 83.40 | Volume | 10,000 | |
| Time | 15:57:44 | Date | 24/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1333287535 |
| Valor | 133328753 |
| Symbol | RMBACV |
| Barrier | 0.01 CHF |
| Cap | 0.02 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 11.00% |
| Coupon Premium | 9.84% |
| Coupon Yield | 1.16% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/04/2024 |
| Date of maturity | 11/04/2025 |
| Last trading day | 04/04/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 86.5000 |
| Maximum yield | 26.54% |
| Maximum yield p.a. | 29.81% |
| Sideways yield | 26.54% |
| Sideways yield p.a. | 29.81% |
| Distance to Cap | -0.0045 |
| Distance to Cap in % | -42.86% |
| Is Cap Level reached | No |
| Distance to Barrier | 0.003 |
| Distance to Barrier in % | 28.57% |
| Is Barrier reached | No |
market maker quality Date: 17/05/2024
| Average Spread | 0.35% |
| Last Best Bid Price | 85.00 % |
| Last Best Ask Price | 85.30 % |
| 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 | 432,222 CHF |
| Average Sell Value | 433,722 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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