SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
16:03:00 |
99.40 %
|
99.71 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 99.31 | ||||
Diff. absolute / % | 0.19 | +0.19% |
Last Price | 98.51 | Volume | 40,000 | |
Time | 15:38:43 | Date | 24/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283323819 |
Valor | 128332381 |
Symbol | RBAAQV |
Barrier | 53.08 CHF |
Cap | 81.66 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.00% |
Coupon Premium | 4.12% |
Coupon Yield | 1.88% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2023 |
Date of maturity | 05/09/2024 |
Last trading day | 29/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 99.8100 |
Maximum yield | 2.16% |
Maximum yield p.a. | 6.32% |
Sideways yield | 2.16% |
Sideways yield p.a. | 6.32% |
Distance to Cap | -1.56 |
Distance to Cap in % | -1.95% |
Is Cap Level reached | No |
Distance to Barrier | 27.02 |
Distance to Barrier in % | 33.73% |
Is Barrier reached | No |
Average Spread | 0.31% |
Last Best Bid Price | 99.00 % |
Last Best Ask Price | 99.31 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 495,899 CHF |
Average Sell Value | 497,446 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |