Login
Worst of Reverse Convertible
Symbol:
LNWRCH
ISIN:
CH1240581426
Issuer:
Raiffeisen
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 77.58 | ||||
| Diff. absolute / % | 2.13 | +2.75% | |||
Determined prices
| Last Price | 78.08 | Volume | 2,000 | |
| Time | 09:36:51 | Date | 07/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1240581426 |
| Valor | 124058142 |
| Symbol | LNWRCH |
| Quotation in percent | Yes |
| Coupon p.a. | 5.00% |
| Coupon Premium | 3.64% |
| Coupon Yield | 1.36% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/02/2023 |
| Date of maturity | 10/02/2025 |
| Last trading day | 03/02/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Raiffeisen |
Key data
| Ask Price (basis for calculation) | 80.4800 |
| Maximum yield | 36.70% |
| Maximum yield p.a. | 48.01% |
| Sideways yield | 36.70% |
| Sideways yield p.a. | 48.01% |
market maker quality Date: 06/05/2024
| Average Spread | 1.00% |
| Last Best Bid Price | 77.58 % |
| Last Best Ask Price | 78.36 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 195,066 CHF |
| Average Sell Value | 197,026 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Pfizer Inc. | Roche AG | Merck & Co. Inc. | Bayer AG | Novartis Sandoz Basket |
| ISIN | US7170811035 | CH0012032048 | US58933Y1055 | DE000BAY0017 | DE000A3EVDT4 |
| Price |
26.1575 EUR
|
221.30 CHF |
119.70 EUR
|
28.4625 EUR
|
- |
| Date | 07/05/24 18:01 | 07/05/24 17:31 | 07/05/24 18:00 | 07/05/24 18:01 | - |
| Cap | 44.06 USD | 282.35 CHF | 102.94 USD | 56.68 EUR | 79.54 CHF |
| Distance to Cap | -15.75 | -61.35 | 25.26 | -28.62 | 17.5725 |
| Distance to Cap in % | -55.63% | -27.76% | 19.70% | -102.00% | 18.10% |
| Is Cap Level reached | No | No | No | No | No |
| Barrier | 17.62 USD | 112.94 CHF | 41.18 USD | 22.67 EUR | 31.82 CHF |
| Distance to Barrier | 10.69 | 108.06 | 87.02 | 5.39 | 65.2925 |
| Distance to Barrier in % | 37.76% | 48.90% | 67.88% | 19.21% | 67.23% |
| Is Barrier reached | No | No | No | No | No |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)