SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.30 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 103.00 | Volume | 110,000 | |
Time | 11:52:58 | Date | 20/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283325400 |
Valor | 128332540 |
Symbol | RBAAZV |
Barrier | 27.75 EUR |
Cap | 46.25 EUR |
Quotation in percent | Yes |
Coupon p.a. | 8.00% |
Coupon Premium | 4.28% |
Coupon Yield | 3.72% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
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) | 101.2000 |
Maximum yield | 6.75% |
Maximum yield p.a. | 7.42% |
Sideways yield | 6.75% |
Sideways yield p.a. | 7.42% |
Distance to Cap | 4.74 |
Distance to Cap in % | 9.30% |
Is Cap Level reached | No |
Distance to Barrier | 23.24 |
Distance to Barrier in % | 45.58% |
Is Barrier reached | No |
Average Spread | 0.82% |
Last Best Bid Price | 100.00 % |
Last Best Ask Price | 100.80 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 494,970 |
Average Sell Volume | 494,970 |
Average Buy Value | 495,933 EUR |
Average Sell Value | 499,898 EUR |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |