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Barrier Reverse Convertible
Symbol:
RNVAGV
ISIN:
CH1262677813
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
07.05.24
12:08:00 |
|
101.30 %
|
101.80 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 101.80 | ||||
| Diff. absolute / % | -0.50 | -0.49% | |||
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 | CH1262677813 |
| Valor | 126267781 |
| Symbol | RNVAGV |
| Barrier | 221.32 USD |
| Cap | 402.40 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 15.00% |
| Coupon Premium | 9.89% |
| Coupon Yield | 5.11% |
| 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 | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
844.05 EUR
|
| Date | 07/05/24 12:38 |
| Ratio | 0.4024 |
| Cap | 402.40 USD |
| Barrier | 221.32 USD |
Key data
| Ask Price (basis for calculation) | 101.8000 |
| Maximum yield | 0.25% |
| Maximum yield p.a. | 1.80% |
| Sideways yield | 0.25% |
| Sideways yield p.a. | 1.80% |
| Distance to Cap | 518.81 |
| Distance to Cap in % | 56.32% |
| Is Cap Level reached | No |
| Distance to Barrier | 699.89 |
| Distance to Barrier in % | 75.98% |
| Is Barrier reached | No |
market maker quality Date: 06/05/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 101.30 % |
| Last Best Ask Price | 101.80 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 144,364 |
| Average Sell Volume | 144,364 |
| Average Buy Value | 146,239 USD |
| Average Sell Value | 146,967 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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