SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
02.05.24
15:44:00 |
99.30 %
|
99.61 %
|
EUR | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 99.51 | ||||
Diff. absolute / % | -0.21 | -0.21% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283318421 |
Valor | 128331842 |
Symbol | RVOAIV |
Barrier | 76.79 EUR |
Cap | 118.14 EUR |
Quotation in percent | Yes |
Coupon p.a. | 9.00% |
Coupon Premium | 5.16% |
Coupon Yield | 3.84% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 14/08/2023 |
Date of maturity | 19/08/2024 |
Last trading day | 12/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 99.6100 |
Maximum yield | 2.90% |
Maximum yield p.a. | 9.72% |
Sideways yield | 2.90% |
Sideways yield p.a. | 9.72% |
Distance to Cap | -2.99 |
Distance to Cap in % | -2.60% |
Is Cap Level reached | No |
Distance to Barrier | 38.36 |
Distance to Barrier in % | 33.31% |
Is Barrier reached | No |
Average Spread | 0.37% |
Last Best Bid Price | 99.20 % |
Last Best Ask Price | 99.51 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 473,438 |
Average Sell Volume | 473,438 |
Average Buy Value | 470,751 EUR |
Average Sell Value | 472,245 EUR |
Spreads Availability Ratio | 99.23% |
Quote Availability | 99.23% |