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Barrier Reverse Convertible
Symbol:
RBAA0V
ISIN:
CH1304165637
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 | 94.40 | ||||
| Diff. absolute / % | -0.40 | -0.42% | |||
Determined prices
| Last Price | 90.50 | Volume | 13,000 | |
| Time | 16:27:47 | Date | 05/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1304165637 |
| Valor | 130416563 |
| Symbol | RBAA0V |
| Barrier | 23.15 EUR |
| Cap | 33.07 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 11.34% |
| Coupon Premium | 7.67% |
| Coupon Yield | 3.67% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 29/11/2023 |
| Date of maturity | 09/01/2025 |
| Last trading day | 30/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Bayer AG |
| ISIN | DE000BAY0017 |
| Price |
28.15 EUR
|
| Date | 03/05/24 23:01 |
| Ratio | 0.033067 |
| Cap | 33.067 EUR |
| Barrier | 23.147 EUR |
Key data
| Ask Price (basis for calculation) | 94.4000 |
| Maximum yield | 13.50% |
| Maximum yield p.a. | 19.63% |
| Sideways yield | 13.50% |
| Sideways yield p.a. | 19.63% |
| Distance to Cap | -4.937 |
| Distance to Cap in % | -17.55% |
| Is Cap Level reached | No |
| Distance to Barrier | 4.983 |
| Distance to Barrier in % | 17.71% |
| Is Barrier reached | No |
market maker quality Date: 02/05/2024
| Average Spread | 0.33% |
| Last Best Bid Price | 94.40 % |
| Last Best Ask Price | 94.70 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,969 |
| Average Sell Volume | 494,969 |
| Average Buy Value | 470,226 EUR |
| Average Sell Value | 471,713 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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