SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
13.05.24
09:11:00 |
102.40 %
|
103.20 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 102.60 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1308706170 |
Valor | 130870617 |
Symbol | RSQADV |
Barrier | 122.40 CHF |
Cap | 204.00 CHF |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 5.74% |
Coupon Yield | 1.26% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/12/2023 |
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) | 106.3000 |
Maximum yield | 0.69% |
Maximum yield p.a. | 0.80% |
Sideways yield | 0.69% |
Sideways yield p.a. | 0.80% |
Distance to Cap | 62.8 |
Distance to Cap in % | 23.54% |
Is Cap Level reached | No |
Distance to Barrier | 144.4 |
Distance to Barrier in % | 54.12% |
Is Barrier reached | No |
Average Spread | 0.78% |
Last Best Bid Price | 102.40 % |
Last Best Ask Price | 103.20 % |
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 | 512,000 CHF |
Average Sell Value | 516,000 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |