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Multi Barrier Reverse Convertible
Symbol:
RMBREV
ISIN:
CH1283319502
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.05.24
15:02:00 |
|
100.30 %
|
101.30 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 101.80 | ||||
| Diff. absolute / % | -1.40 | -1.38% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1283319502 |
| Valor | 128331950 |
| Symbol | RMBREV |
| Quotation in percent | Yes |
| Coupon p.a. | 11.25% |
| Coupon Premium | 6.32% |
| Coupon Yield | 4.93% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 31/08/2023 |
| Date of maturity | 02/09/2025 |
| Last trading day | 25/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 101.5000 |
| Maximum yield | 13.10% |
| Maximum yield p.a. | 9.80% |
| Sideways yield | 13.10% |
| Sideways yield p.a. | 9.80% |
market maker quality Date: 30/04/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 101.00 % |
| Last Best Ask Price | 101.80 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 147,913 |
| Average Sell Volume | 147,913 |
| Average Buy Value | 149,821 USD |
| Average Sell Value | 151,009 USD |
| Spreads Availability Ratio | 99.24% |
| Quote Availability | 99.24% |
Underlyings
| Name | Barrick Gold Corp. | Newmont Corp. | Kinross Gold Corp. |
| ISIN | CA0679011084 | US6516391066 | CA4969024047 |
| Price |
15.178 EUR
|
37.585 EUR
|
6.042 EUR
|
| Date | 02/05/24 15:15 | 02/05/24 15:17 | 02/05/24 15:16 |
| Cap | 15.91 USD | 38.31 USD | 4.81 USD |
| Distance to Cap | 0.450001 | 2.27 | 1.68 |
| Distance to Cap in % | 2.75% | 5.59% | 25.89% |
| Is Cap Level reached | No | No | No |
| Barrier | 8.75 USD | 21.07 USD | 2.65 USD |
| Distance to Barrier | 7.61 | 19.51 | 3.84 |
| Distance to Barrier in % | 46.52% | 48.08% | 59.17% |
| Is Barrier reached | No | No | No |
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