SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.90 | ||||
Diff. absolute / % | 0.60 | +0.60% |
Last Price | 99.30 | Volume | 15,000 | |
Time | 10:28:40 | Date | 25/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275374259 |
Valor | 127537425 |
Symbol | RCFALV |
Barrier | 80.45 CHF |
Cap | 134.08 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.00% |
Coupon Premium | 4.14% |
Coupon Yield | 1.86% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/08/2023 |
Date of maturity | 11/11/2024 |
Last trading day | 04/11/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.5000 |
Maximum yield | 2.61% |
Maximum yield p.a. | 4.96% |
Sideways yield | 2.61% |
Sideways yield p.a. | 4.96% |
Distance to Cap | -2.58 |
Distance to Cap in % | -1.96% |
Is Cap Level reached | No |
Distance to Barrier | 51.05 |
Distance to Barrier in % | 38.82% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 99.20 % |
Last Best Ask Price | 99.50 % |
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 | 496,706 CHF |
Average Sell Value | 498,206 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |