Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262677912 |
Valor | 126267791 |
Symbol | RNFAJV |
Barrier | 260.68 USD |
Cap | 434.46 USD |
Quotation in percent | Yes |
Coupon p.a. | 13.50% |
Coupon Premium | 8.39% |
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 |
Ask Price (basis for calculation) | 101.7000 |
Maximum yield | 0.54% |
Maximum yield p.a. | 3.24% |
Sideways yield | 0.54% |
Sideways yield p.a. | 3.24% |
Distance to Cap | 120.29 |
Distance to Cap in % | 21.68% |
Is Cap Level reached | No |
Distance to Barrier | 294.07 |
Distance to Barrier in % | 53.01% |
Is Barrier reached | No |
Average Spread | 0.51% |
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 | 144,951 |
Average Sell Volume | 144,951 |
Average Buy Value | 146,835 USD |
Average Sell Value | 147,564 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |