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Barrier Reverse Convertible
Symbol:
RORACV
ISIN:
CH1262677607
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 | 100.20 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1262677607 |
| Valor | 126267760 |
| Symbol | RORACV |
| Barrier | 244.00 EUR |
| Cap | 406.66 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 6.00% |
| Coupon Premium | 2.36% |
| Coupon Yield | 3.64% |
| 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 |
Underlyings
| Name | L'Oréal S.A. |
| ISIN | FR0000120321 |
| Price |
437.675 EUR
|
| Date | 30/04/24 23:00 |
| Ratio | 0.406659 |
| Cap | 406.66 EUR |
| Barrier | 244.00 EUR |
Key data
| Sideways yield p.a. | - |
| Distance to Cap | 32.99 |
| Distance to Cap in % | 7.50% |
| Is Cap Level reached | No |
| Distance to Barrier | 195.65 |
| Distance to Barrier in % | 44.50% |
| Is Barrier reached | No |
market maker quality Date: 29/04/2024
| Average Spread | 0.30% |
| Last Best Bid Price | 99.90 % |
| Last Best Ask Price | 100.20 % |
| 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 | 499,500 EUR |
| Average Sell Value | 501,000 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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