SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 102.60 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283322381 |
Valor | 128332238 |
Symbol | RNVALV |
Barrier | 255.69 USD |
Cap | 464.89 USD |
Quotation in percent | Yes |
Coupon p.a. | 15.00% |
Coupon Premium | 9.66% |
Coupon Yield | 5.34% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 25/08/2023 |
Date of maturity | 30/08/2024 |
Last trading day | 23/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 103.6000 |
Maximum yield | 3.88% |
Maximum yield p.a. | 12.33% |
Sideways yield | 3.88% |
Sideways yield p.a. | 12.33% |
Distance to Cap | 440.53 |
Distance to Cap in % | 48.65% |
Is Cap Level reached | No |
Distance to Barrier | 649.73 |
Distance to Barrier in % | 71.76% |
Is Barrier reached | No |
Average Spread | 0.83% |
Last Best Bid Price | 102.60 % |
Last Best Ask Price | 103.41 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 144,361 |
Average Sell Volume | 144,361 |
Average Buy Value | 148,112 USD |
Average Sell Value | 149,292 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |