SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
12:22:00 |
99.70 %
|
100.00 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 99.80 | ||||
Diff. absolute / % | -0.10 | -0.10% |
Last Price | 95.50 | Volume | 30,000 | |
Time | 10:08:06 | Date | 16/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262677359 |
Valor | 126267735 |
Symbol | RBAANV |
Barrier | 52.78 CHF |
Cap | 87.96 CHF |
Quotation in percent | Yes |
Coupon p.a. | 7.25% |
Coupon Premium | 5.24% |
Coupon Yield | 2.01% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/06/2023 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.0000 |
Maximum yield | 1.06% |
Maximum yield p.a. | 7.20% |
Sideways yield | 1.06% |
Sideways yield p.a. | 7.20% |
Distance to Cap | -8.21 |
Distance to Cap in % | -10.29% |
Is Cap Level reached | No |
Distance to Barrier | 26.97 |
Distance to Barrier in % | 33.82% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 99.50 % |
Last Best Ask Price | 99.80 % |
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 | 497,938 CHF |
Average Sell Value | 499,438 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |