SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.50 | ||||
Diff. absolute / % | -0.30 | -0.30% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275367402 |
Valor | 127536740 |
Symbol | RWMAAV |
Barrier | 31.17 USD |
Cap | 51.96 USD |
Quotation in percent | Yes |
Coupon p.a. | 6.75% |
Coupon Premium | 1.48% |
Coupon Yield | 5.27% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 28/06/2023 |
Date of maturity | 28/06/2024 |
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) | 100.7000 |
Maximum yield | 0.20% |
Maximum yield p.a. | 1.51% |
Sideways yield | 0.20% |
Sideways yield p.a. | 1.51% |
Distance to Cap | 8.51 |
Distance to Cap in % | 14.07% |
Is Cap Level reached | No |
Distance to Barrier | 29.3 |
Distance to Barrier in % | 48.45% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 100.20 % |
Last Best Ask Price | 100.70 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 138,560 |
Average Sell Volume | 138,560 |
Average Buy Value | 138,837 USD |
Average Sell Value | 139,534 USD |
Spreads Availability Ratio | 98.00% |
Quote Availability | 98.00% |