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Barrier Reverse Convertible
Symbol:
RNVARV
ISIN:
CH1308706386
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
07.05.24
12:08:00 |
|
104.90 %
|
105.90 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 105.10 | ||||
| Diff. absolute / % | -0.20 | -0.19% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1308706386 |
| Valor | 130870638 |
| Symbol | RNVARV |
| Barrier | 268.90 USD |
| Cap | 488.90 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 12.00% |
| Coupon Premium | 7.25% |
| Coupon Yield | 4.75% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 21/12/2023 |
| Date of maturity | 24/03/2025 |
| Last trading day | 17/03/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
842.10 EUR
|
| Date | 07/05/24 12:26 |
| Ratio | 0.4889 |
| Cap | 488.90 USD |
| Barrier | 268.90 USD |
Key data
| Ask Price (basis for calculation) | 105.9000 |
| Maximum yield | 5.81% |
| Maximum yield p.a. | 6.61% |
| Sideways yield | 5.81% |
| Sideways yield p.a. | 6.61% |
| Distance to Cap | 432.31 |
| Distance to Cap in % | 46.93% |
| Is Cap Level reached | No |
| Distance to Barrier | 652.31 |
| Distance to Barrier in % | 70.81% |
| Is Barrier reached | No |
market maker quality Date: 06/05/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 105.10 % |
| Last Best Ask Price | 105.90 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 144,360 |
| Average Sell Volume | 144,360 |
| Average Buy Value | 151,609 USD |
| Average Sell Value | 152,774 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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