SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
10:50:00 |
99.60 %
|
99.91 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 99.90 | ||||
Diff. absolute / % | -0.20 | -0.20% |
Last Price | 96.51 | Volume | 5,000 | |
Time | 10:18:02 | Date | 28/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283323850 |
Valor | 128332385 |
Symbol | RCLACV |
Barrier | 9.98 CHF |
Cap | 14.26 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.00% |
Coupon Premium | 3.12% |
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) | 99.9100 |
Maximum yield | 1.56% |
Maximum yield p.a. | 5.12% |
Sideways yield | 1.56% |
Sideways yield p.a. | 5.12% |
Distance to Cap | -0.0899999 |
Distance to Cap in % | -0.64% |
Is Cap Level reached | No |
Distance to Barrier | 4.19 |
Distance to Barrier in % | 29.57% |
Is Barrier reached | No |
Average Spread | 0.31% |
Last Best Bid Price | 99.60 % |
Last Best Ask Price | 99.91 % |
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 | 497,408 CHF |
Average Sell Value | 498,958 CHF |
Spreads Availability Ratio | 99.50% |
Quote Availability | 99.50% |