Login
Barrier Reverse Convertible
Symbol:
RTTAAV
ISIN:
CH1308709794
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
11:15:00 |
|
99.30 %
|
99.80 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 100.00 | ||||
| Diff. absolute / % | 1.50 | +1.53% | |||
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 | CH1308709794 |
| Valor | 130870979 |
| Symbol | RTTAAV |
| Barrier | 87.02 USD |
| Cap | 158.21 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 7.25% |
| Coupon Premium | 2.38% |
| Coupon Yield | 4.87% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 11/01/2024 |
| Date of maturity | 13/01/2025 |
| Last trading day | 06/01/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Take-Two Interactive Software Inc. |
| ISIN | US8740541094 |
| Price |
138.94 EUR
|
| Date | 21/05/24 13:08 |
| Ratio | 0.15821 |
| Cap | 158.21 USD |
| Barrier | 87.02 USD |
Key data
| Ask Price (basis for calculation) | 99.8000 |
| Maximum yield | 4.79% |
| Maximum yield p.a. | 7.38% |
| Sideways yield | 4.79% |
| Sideways yield p.a. | 7.38% |
| Distance to Cap | -7.3 |
| Distance to Cap in % | -4.84% |
| Is Cap Level reached | No |
| Distance to Barrier | 63.89 |
| Distance to Barrier in % | 42.34% |
| Is Barrier reached | No |
market maker quality Date: 17/05/2024
| Average Spread | 0.73% |
| Last Best Bid Price | 100.00 % |
| Last Best Ask Price | 100.50 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 144,673 |
| Average Sell Volume | 144,673 |
| Average Buy Value | 143,328 USD |
| Average Sell Value | 144,158 USD |
| 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)