SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.05.24
09:04:00 |
100.40 %
|
100.60 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 100.60 | ||||
Diff. absolute / % | -0.20 | -0.20% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Reverse Convertible |
ISIN | CH1280424206 |
Valor | 128042420 |
Symbol | RSFACV |
Outperformance Level | 898.3820 |
Quotation in percent | Yes |
Coupon p.a. | 5.27% |
Coupon Premium | 3.28% |
Coupon Yield | 1.99% |
Type | Reverse Convertibles |
SVSP Code | 1220 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/07/2023 |
Date of maturity | 26/07/2024 |
Last trading day | 19/07/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.6000 |
Maximum yield | 0.49% |
Maximum yield p.a. | 2.31% |
Sideways yield | 0.49% |
Sideways yield p.a. | 2.31% |
Distance to Cap | 193.6 |
Distance to Cap in % | 22.67% |
Is Cap Level reached | No |
Average Spread | 0.40% |
Last Best Bid Price | 100.30 % |
Last Best Ask Price | 100.70 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 499,991 |
Average Sell Volume | 499,991 |
Average Buy Value | 501,604 CHF |
Average Sell Value | 503,604 CHF |
Spreads Availability Ratio | 98.11% |
Quote Availability | 98.11% |