SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.80 | ||||
Diff. absolute / % | 0.50 | +0.50% |
Last Price | 99.10 | Volume | 10,000 | |
Time | 14:56:26 | Date | 23/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275371396 |
Valor | 127537139 |
Symbol | RCFAKV |
Barrier | 89.92 CHF |
Cap | 149.87 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.25% |
Coupon Premium | 4.28% |
Coupon Yield | 1.97% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/07/2023 |
Date of maturity | 19/07/2024 |
Last trading day | 12/07/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.4000 |
Maximum yield | 0.87% |
Maximum yield p.a. | 4.13% |
Sideways yield | 0.87% |
Sideways yield p.a. | 4.13% |
Distance to Cap | -18.37 |
Distance to Cap in % | -13.97% |
Is Cap Level reached | No |
Distance to Barrier | 41.58 |
Distance to Barrier in % | 31.62% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 99.30 % |
Last Best Ask Price | 99.60 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 496,783 CHF |
Average Sell Value | 498,283 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |