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Barrier Reverse Convertible
Symbol:
RMSAEV
ISIN:
CH1308712574
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.05.24
13:22:00 |
|
98.30 %
|
99.30 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 98.80 | ||||
| Diff. absolute / % | -0.50 | -0.51% | |||
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 | CH1308712574 |
| Valor | 130871257 |
| Symbol | RMSAEV |
| Barrier | 259.14 USD |
| Cap | 398.67 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 8.50% |
| Coupon Premium | 3.98% |
| Coupon Yield | 4.52% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 25/01/2024 |
| Date of maturity | 28/07/2025 |
| Last trading day | 21/07/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Microsoft Corp. |
| ISIN | US5949181045 |
| Price |
372.20 EUR
|
| Date | 02/05/24 14:07 |
| Ratio | 0.39867 |
| Cap | 398.67 USD |
| Barrier | 259.14 USD |
Key data
| Ask Price (basis for calculation) | 99.4000 |
| Maximum yield | 11.33% |
| Maximum yield p.a. | 9.15% |
| Sideways yield | 11.33% |
| Sideways yield p.a. | 9.15% |
| Distance to Cap | -3.7 |
| Distance to Cap in % | -0.94% |
| Is Cap Level reached | No |
| Distance to Barrier | 135.83 |
| Distance to Barrier in % | 34.39% |
| Is Barrier reached | No |
market maker quality Date: 30/04/2024
| Average Spread | 0.84% |
| Last Best Bid Price | 98.30 % |
| Last Best Ask Price | 99.10 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,873 |
| Average Sell Volume | 145,873 |
| Average Buy Value | 143,578 USD |
| Average Sell Value | 144,752 USD |
| Spreads Availability Ratio | 99.24% |
| Quote Availability | 99.24% |
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