SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 96.70 | ||||
Diff. absolute / % | -1.30 | -1.34% |
Last Price | 97.70 | Volume | 5,000 | |
Time | 14:27:35 | Date | 23/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283325301 |
Valor | 128332530 |
Symbol | RTEAKV |
Barrier | 40.16 CHF |
Cap | 66.94 CHF |
Quotation in percent | Yes |
Coupon p.a. | 10.00% |
Coupon Premium | 8.12% |
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 | 21/09/2023 |
Date of maturity | 24/03/2025 |
Last trading day | 17/03/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 96.4000 |
Maximum yield | 14.15% |
Maximum yield p.a. | 15.84% |
Sideways yield | 14.15% |
Sideways yield p.a. | 15.84% |
Distance to Cap | -10.29 |
Distance to Cap in % | -18.16% |
Is Cap Level reached | No |
Distance to Barrier | 16.49 |
Distance to Barrier in % | 29.11% |
Is Barrier reached | No |
Average Spread | 0.83% |
Last Best Bid Price | 96.50 % |
Last Best Ask Price | 97.30 % |
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 | 480,986 CHF |
Average Sell Value | 484,986 CHF |
Spreads Availability Ratio | 97.78% |
Quote Availability | 97.78% |