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Barrier Reverse Convertible
Symbol:
RGOAJV
ISIN:
CH1262677771
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.05.24
11:25:00 |
|
100.00 %
|
102.10 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 100.50 | ||||
| Diff. absolute / % | -0.50 | -0.50% | |||
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 | CH1262677771 |
| Valor | 126267777 |
| Symbol | RGOAJV |
| Barrier | 74.38 USD |
| Cap | 123.96 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 9.25% |
| Coupon Premium | 4.15% |
| Coupon Yield | 5.10% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 15/06/2023 |
| Date of maturity | 26/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Alphabet Inc. (A) |
| ISIN | US02079K3059 |
| Price |
154.45 EUR
|
| Date | 02/05/24 11:40 |
| Ratio | 0.12396 |
| Cap | 123.96 USD |
| Barrier | 74.38 USD |
Key data
| Ask Price (basis for calculation) | 102.1000 |
| Maximum yield | -0.69% |
| Maximum yield p.a. | -4.55% |
| Sideways yield | -0.69% |
| Sideways yield p.a. | -4.55% |
| Distance to Cap | 39.8 |
| Distance to Cap in % | 24.30% |
| Is Cap Level reached | No |
| Distance to Barrier | 89.38 |
| Distance to Barrier in % | 54.58% |
| Is Barrier reached | No |
market maker quality Date: 29/04/2024
| Average Spread | 1.62% |
| Last Best Bid Price | 100.10 % |
| Last Best Ask Price | 100.60 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,725 |
| Average Sell Volume | 145,725 |
| Average Buy Value | 145,871 USD |
| Average Sell Value | 147,160 USD |
| Spreads Availability Ratio | 99.48% |
| Quote Availability | 99.48% |
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