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Barrier Reverse Convertible
Symbol:
RELAAV
ISIN:
CH1275375561
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
11:29:00 |
|
79.00 %
|
- %
|
USD |
| Volume |
25,000
|
0
|
nominal | |
Performance
| Closing prev. day | 87.10 | ||||
| Diff. absolute / % | -8.10 | -9.30% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1275375561 |
| Valor | 127537556 |
| Symbol | RELAAV |
| Barrier | 115.49 USD |
| Cap | 177.68 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 11.50% |
| Coupon Premium | 6.00% |
| Coupon Yield | 5.50% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Estée Lauder Co. Inc. - 01/11/2023) |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 31/07/2023 |
| Date of maturity | 05/08/2024 |
| Last trading day | 29/07/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Estée Lauder Co. Inc. |
| ISIN | US5184391044 |
| Price |
127.25 EUR
|
| Date | 17/05/24 12:23 |
| Ratio | 0.17768 |
| Cap | 177.68 USD |
| Barrier | 115.49 USD |
Key data
| Sideways yield p.a. | - |
| Distance to Cap | -39.36 |
| Distance to Cap in % | -28.46% |
| Is Cap Level reached | No |
| Distance to Barrier | 13.34 |
| Distance to Barrier in % | 10.35% |
| Is Barrier reached | Yes |
market maker quality Date: 16/05/2024
| Average Spread | - |
| Last Best Bid Price | 78.90 % |
| Last Best Ask Price | - % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 0 |
| Average Buy Volume | 0 |
| Average Sell Volume | 0 |
| Average Buy Value | 0 USD |
| Average Sell Value | 0 USD |
| Spreads Availability Ratio | 0.00% |
| Quote Availability | 99.73% |
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