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Barrier Reverse Convertible
Symbol:
RPRABV
ISIN:
CH1293295635
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 98.80 | ||||
| Diff. absolute / % | -0.20 | -0.20% | |||
Determined prices
| Last Price | 100.00 | Volume | 25,000 | |
| Time | 09:51:05 | Date | 13/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1293295635 |
| Valor | 129329563 |
| Symbol | RPRABV |
| Barrier | 5.29 GBP |
| Cap | 8.82 GBP |
| Quotation in percent | Yes |
| Coupon p.a. | 9.25% |
| Coupon Premium | 3.83% |
| Coupon Yield | 5.42% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Pound Sterling |
| First Trading Date | 23/10/2023 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Prudential Plc. |
| ISIN | GB0007099541 |
| Price |
9.675 EUR
|
| Date | 17/05/24 22:59 |
| Ratio | 0.008823 |
| Cap | 8.823 GBP |
| Barrier | 5.294 GBP |
Key data
| Ask Price (basis for calculation) | 99.3000 |
| Maximum yield | 3.89% |
| Maximum yield p.a. | 10.69% |
| Sideways yield | 3.89% |
| Sideways yield p.a. | 10.69% |
| Distance to Cap | -0.549 |
| Distance to Cap in % | -6.64% |
| Is Cap Level reached | No |
| Distance to Barrier | 2.98 |
| Distance to Barrier in % | 36.02% |
| Is Barrier reached | No |
market maker quality Date: 16/05/2024
| Average Spread | 0.30% |
| Last Best Bid Price | 98.80 % |
| Last Best Ask Price | 99.10 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 496,930 |
| Average Sell Volume | 496,930 |
| Average Buy Value | 492,374 GBP |
| Average Sell Value | 493,865 GBP |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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