SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.40 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262677508 |
Valor | 126267750 |
Symbol | RBMAAV |
Barrier | 66.82 EUR |
Cap | 111.36 EUR |
Quotation in percent | Yes |
Coupon p.a. | 6.50% |
Coupon Premium | 2.85% |
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 | 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) | 99.7000 |
Maximum yield | 1.26% |
Maximum yield p.a. | 8.50% |
Sideways yield | 1.26% |
Sideways yield p.a. | 8.50% |
Distance to Cap | -9.41 |
Distance to Cap in % | -9.23% |
Is Cap Level reached | No |
Distance to Barrier | 35.13 |
Distance to Barrier in % | 34.46% |
Is Barrier reached | No |
Average Spread | 0.31% |
Last Best Bid Price | 99.10 % |
Last Best Ask Price | 99.40 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 495,009 |
Average Sell Volume | 495,009 |
Average Buy Value | 490,541 EUR |
Average Sell Value | 492,030 EUR |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |