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Barrier Reverse Convertible
Symbol:
RMCANV
ISIN:
CH1262675460
Issuer:
Bank Vontobel
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 | 97.30 | ||||
| Diff. absolute / % | -1.20 | -1.23% | |||
Determined prices
| Last Price | 98.70 | Volume | 50,000 | |
| Time | 14:33:26 | Date | 22/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1262675460 |
| Valor | 126267546 |
| Symbol | RMCANV |
| Barrier | 477.70 EUR |
| Cap | 868.60 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 7.00% |
| Coupon Premium | 3.35% |
| Coupon Yield | 3.65% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 22/06/2023 |
| Date of maturity | 23/12/2024 |
| Last trading day | 16/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | LVMH Moet Hennessy Louis Vuitton |
| ISIN | FR0000121014 |
| Price |
613.45 EUR
|
| Date | 10/09/24 22:59 |
| Ratio | 0.868598 |
| Cap | 868.60 EUR |
| Barrier | 477.70 EUR |
Key data
| Ask Price (basis for calculation) | 96.8000 |
| Maximum yield | 6.95% |
| Maximum yield p.a. | 24.40% |
| Sideways yield | 6.95% |
| Sideways yield p.a. | 24.40% |
| Distance to Cap | -252.4 |
| Distance to Cap in % | -40.96% |
| Is Cap Level reached | No |
| Distance to Barrier | 138.5 |
| Distance to Barrier in % | 22.48% |
| Is Barrier reached | No |
market maker quality Date: 09/09/2024
| Average Spread | 0.83% |
| Last Best Bid Price | 96.70 % |
| Last Best Ask Price | 97.50 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 498,102 |
| Average Sell Volume | 498,102 |
| Average Buy Value | 481,388 EUR |
| Average Sell Value | 485,381 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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