SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.40 | ||||
Diff. absolute / % | -0.10 | -0.10% |
Last Price | 99.80 | Volume | 15,000 | |
Time | 11:22:47 | Date | 22/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1235102329 |
Valor | 123510232 |
Symbol | RCFAAV |
Barrier | 86.36 CHF |
Cap | 143.94 CHF |
Quotation in percent | Yes |
Coupon p.a. | 7.50% |
Coupon Premium | 5.57% |
Coupon Yield | 1.93% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/03/2023 |
Date of maturity | 10/06/2024 |
Last trading day | 03/06/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.8000 |
Maximum yield | -0.02% |
Maximum yield p.a. | -0.17% |
Sideways yield | -0.02% |
Sideways yield p.a. | -0.17% |
Distance to Cap | -12.44 |
Distance to Cap in % | -9.46% |
Is Cap Level reached | No |
Distance to Barrier | 45.14 |
Distance to Barrier in % | 34.33% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 100.10 % |
Last Best Ask Price | 100.40 % |
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 | 500,889 CHF |
Average Sell Value | 502,389 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |