Login
Worst of Reverse Convertible
Symbol:
MZWRCH
ISIN:
CH1282109110
Issuer:
Raiffeisen
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
10:52:00 |
|
99.22 %
|
100.02 %
|
CHF |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 100.22 | ||||
| Diff. absolute / % | -0.43 | -0.43% | |||
Determined prices
| Last Price | 101.11 | Volume | 3,000 | |
| Time | 14:27:04 | Date | 23/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Worst of Reverse Convertible |
| ISIN | CH1282109110 |
| Valor | 128210911 |
| Symbol | MZWRCH |
| Quotation in percent | Yes |
| Coupon p.a. | 14.00% |
| Coupon Premium | 12.17% |
| Coupon Yield | 1.83% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/10/2023 |
| Date of maturity | 02/10/2024 |
| Last trading day | 25/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Raiffeisen |
Key data
| Ask Price (basis for calculation) | 100.0600 |
| Maximum yield | 6.97% |
| Maximum yield p.a. | 16.75% |
| Sideways yield | 6.97% |
| Sideways yield p.a. | 16.75% |
market maker quality Date: 02/05/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 99.42 % |
| Last Best Ask Price | 100.22 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 249,281 CHF |
| Average Sell Value | 251,282 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Amazon.com Inc. | Zalando SE |
| ISIN | US0231351067 | DE000ZAL1111 |
| Price |
171.77 EUR
|
23.33 EUR
|
| Date | 03/05/24 11:14 | 03/05/24 11:13 |
| Cap | 129.12 USD | 23.02 EUR |
| Distance to Cap | 55.66 | 0.49 |
| Distance to Cap in % | 30.12% | 2.08% |
| Is Cap Level reached | No | No |
| Barrier | 74.89 USD | 13.35 EUR |
| Distance to Barrier | 109.89 | 10.16 |
| Distance to Barrier in % | 59.47% | 43.22% |
| Is Barrier reached | No | No |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)