SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
13.05.24
09:11:00 |
100.60 %
|
100.91 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 101.01 | ||||
Diff. absolute / % | -0.41 | -0.41% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275371479 |
Valor | 127537147 |
Symbol | RSQAAV |
Barrier | 107.90 CHF |
Cap | 196.20 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.25% |
Coupon Premium | 3.28% |
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) | 100.9100 |
Maximum yield | 0.05% |
Maximum yield p.a. | 0.28% |
Sideways yield | 0.05% |
Sideways yield p.a. | 0.28% |
Distance to Cap | 68.4 |
Distance to Cap in % | 25.85% |
Is Cap Level reached | No |
Distance to Barrier | 156.7 |
Distance to Barrier in % | 59.22% |
Is Barrier reached | No |
Average Spread | 0.31% |
Last Best Bid Price | 100.70 % |
Last Best Ask Price | 101.01 % |
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 | 503,500 CHF |
Average Sell Value | 505,050 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |