Login
Barrier Reverse Convertible
Symbol:
RBAA2V
ISIN:
CH1304178382
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 | 97.20 | ||||
| Diff. absolute / % | -0.50 | -0.51% | |||
Determined prices
| Last Price | 96.00 | Volume | 100,000 | |
| Time | 09:36:09 | Date | 10/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1304178382 |
| Valor | 130417838 |
| Symbol | RBAA2V |
| Barrier | 22.14 EUR |
| Cap | 31.62 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 11.95% |
| Coupon Premium | 8.55% |
| Coupon Yield | 3.41% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 15/12/2023 |
| 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 |
28.165 EUR
|
| Date | 03/05/24 22:23 |
| Ratio | 0.031623 |
| Cap | 31.623 EUR |
| Barrier | 22.136 EUR |
Key data
| Ask Price (basis for calculation) | 97.0000 |
| Maximum yield | 11.04% |
| Maximum yield p.a. | 16.06% |
| Sideways yield | 11.04% |
| Sideways yield p.a. | 16.06% |
| Distance to Cap | -3.493 |
| Distance to Cap in % | -12.42% |
| Is Cap Level reached | No |
| Distance to Barrier | 5.994 |
| Distance to Barrier in % | 21.31% |
| Is Barrier reached | No |
market maker quality Date: 02/05/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 97.20 % |
| Last Best Ask Price | 97.50 % |
| 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 | 484,155 EUR |
| Average Sell Value | 485,643 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)