SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 101.70 | ||||
Diff. absolute / % | -0.40 | -0.39% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1275375587 |
Valor | 127537558 |
Symbol | RUBABV |
Barrier | 26.21 USD |
Cap | 47.66 USD |
Quotation in percent | Yes |
Coupon p.a. | 12.00% |
Coupon Premium | 6.50% |
Coupon Yield | 5.50% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
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 |
Ask Price (basis for calculation) | 101.8000 |
Maximum yield | 0.81% |
Maximum yield p.a. | 3.58% |
Sideways yield | 0.81% |
Sideways yield p.a. | 3.58% |
Distance to Cap | 17.89 |
Distance to Cap in % | 27.29% |
Is Cap Level reached | No |
Distance to Barrier | 39.34 |
Distance to Barrier in % | 60.02% |
Is Barrier reached | No |
Average Spread | 1.59% |
Last Best Bid Price | 101.30 % |
Last Best Ask Price | 101.80 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 145,928 |
Average Sell Volume | 145,928 |
Average Buy Value | 147,825 USD |
Average Sell Value | 149,110 USD |
Spreads Availability Ratio | 98.94% |
Quote Availability | 98.94% |