Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275372410 |
Valor | 127537241 |
Symbol | RNFACV |
Barrier | 246.14 USD |
Cap | 447.53 USD |
Quotation in percent | Yes |
Coupon p.a. | 11.00% |
Coupon Premium | 5.63% |
Coupon Yield | 5.37% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 18/07/2023 |
Date of maturity | 22/07/2024 |
Last trading day | 15/07/2024 |
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) | 101.6000 |
Maximum yield | 0.93% |
Maximum yield p.a. | 3.89% |
Sideways yield | 0.93% |
Sideways yield p.a. | 3.89% |
Distance to Cap | 107.22 |
Distance to Cap in % | 19.33% |
Is Cap Level reached | No |
Distance to Barrier | 308.61 |
Distance to Barrier in % | 55.63% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 101.10 % |
Last Best Ask Price | 101.60 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,953 |
Average Sell Volume | 144,953 |
Average Buy Value | 146,547 USD |
Average Sell Value | 147,276 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |