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Barrier Reverse Convertible
Symbol:
RCCAAV
ISIN:
CH1262679165
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 | 100.70 | ||||
| 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 | CH1262679165 |
| Valor | 126267916 |
| Symbol | RCCAAV |
| Barrier | 6.50 GBP |
| Cap | 13.01 GBP |
| Quotation in percent | Yes |
| Coupon p.a. | 11.50% |
| Coupon Premium | 5.53% |
| Coupon Yield | 5.97% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Pound Sterling |
| First Trading Date | 06/07/2023 |
| Date of maturity | 08/07/2024 |
| Last trading day | 01/07/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Carnival Plc |
| ISIN | GB0031215220 |
| Price |
12.66 EUR
|
| Date | 18/05/24 13:03 |
| Ratio | 0.01301 |
| Cap | 13.01 GBP |
| Barrier | 6.50 GBP |
Key data
| Ask Price (basis for calculation) | 101.0000 |
| Maximum yield | 0.62% |
| Maximum yield p.a. | 4.38% |
| Sideways yield | 0.62% |
| Sideways yield p.a. | 4.38% |
| Distance to Cap | -2.29 |
| Distance to Cap in % | -21.36% |
| Is Cap Level reached | No |
| Distance to Barrier | 4.22 |
| Distance to Barrier in % | 39.37% |
| Is Barrier reached | No |
market maker quality Date: 16/05/2024
| Average Spread | 0.30% |
| Last Best Bid Price | 100.70 % |
| Last Best Ask Price | 101.00 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 496,933 |
| Average Sell Volume | 496,933 |
| Average Buy Value | 500,411 GBP |
| Average Sell Value | 501,902 GBP |
| Spreads Availability Ratio | 99.48% |
| Quote Availability | 99.48% |
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