SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.00 | ||||
Diff. absolute / % | -1.00 | -1.01% |
Last Price | 97.60 | Volume | 20,000 | |
Time | 15:38:25 | Date | 18/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1300247421 |
Valor | 130024742 |
Symbol | RTEALV |
Barrier | 36.86 CHF |
Cap | 61.43 CHF |
Quotation in percent | Yes |
Coupon p.a. | 8.00% |
Coupon Premium | 6.34% |
Coupon Yield | 1.66% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 30/10/2023 |
Date of maturity | 23/12/2024 |
Last trading day | 16/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 98.4000 |
Maximum yield | 6.59% |
Maximum yield p.a. | 10.24% |
Sideways yield | 6.59% |
Sideways yield p.a. | 10.24% |
Distance to Cap | -4.78 |
Distance to Cap in % | -8.44% |
Is Cap Level reached | No |
Distance to Barrier | 19.79 |
Distance to Barrier in % | 34.93% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 99.00 % |
Last Best Ask Price | 99.30 % |
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 | 493,758 CHF |
Average Sell Value | 495,258 CHF |
Spreads Availability Ratio | 97.79% |
Quote Availability | 97.79% |