Login
Barrier Reverse Convertible
Symbol:
RZAABV
ISIN:
CH1275371495
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 | 99.10 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 97.80 | Volume | 15,000 | |
| Time | 09:18:17 | Date | 21/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1275371495 |
| Valor | 127537149 |
| Symbol | RZAABV |
| Barrier | 14.26 EUR |
| Cap | 28.51 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 11.50% |
| Coupon Premium | 7.56% |
| Coupon Yield | 3.94% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| 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 |
Underlyings
| Name | Zalando SE |
| ISIN | DE000ZAL1111 |
| Price |
25.315 EUR
|
| Date | 28/04/24 19:03 |
| Ratio | 0.02851 |
| Cap | 28.51 EUR |
| Barrier | 14.26 EUR |
Key data
| Ask Price (basis for calculation) | 99.4100 |
| Maximum yield | 2.99% |
| Maximum yield p.a. | 12.98% |
| Sideways yield | 2.99% |
| Sideways yield p.a. | 12.98% |
| Distance to Cap | -3.53 |
| Distance to Cap in % | -14.13% |
| Is Cap Level reached | No |
| Distance to Barrier | 10.72 |
| Distance to Barrier in % | 42.91% |
| Is Barrier reached | No |
market maker quality Date: 25/04/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 98.30 % |
| Last Best Ask Price | 98.61 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,970 |
| Average Sell Volume | 494,970 |
| Average Buy Value | 488,670 EUR |
| Average Sell Value | 490,207 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)