SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
11:04:00 |
97.40 %
|
97.71 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 97.00 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 97.21 | Volume | 10,000 | |
Time | 11:30:58 | Date | 12/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283323926 |
Valor | 128332392 |
Symbol | RHEAOV |
Barrier | 100.20 CHF |
Cap | 133.60 CHF |
Quotation in percent | Yes |
Coupon p.a. | 4.50% |
Coupon Premium | 2.62% |
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) | 97.8100 |
Maximum yield | 3.75% |
Maximum yield p.a. | 10.62% |
Sideways yield | 3.75% |
Sideways yield p.a. | 10.62% |
Distance to Cap | -14.1 |
Distance to Cap in % | -11.80% |
Is Cap Level reached | No |
Distance to Barrier | 19.3 |
Distance to Barrier in % | 16.15% |
Is Barrier reached | No |
Average Spread | 0.32% |
Last Best Bid Price | 97.00 % |
Last Best Ask Price | 97.31 % |
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 | 485,568 CHF |
Average Sell Value | 487,118 CHF |
Spreads Availability Ratio | 99.69% |
Quote Availability | 99.69% |