Login
Barrier Reverse Convertible
Symbol:
RMAQBV
ISIN:
CH1308714539
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
09:01:00 |
|
99.00 %
|
99.50 %
|
GBP |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 99.30 | ||||
| Diff. absolute / % | -0.30 | -0.30% | |||
Determined prices
| Last Price | 99.80 | Volume | 5,000 | |
| Time | 11:50:16 | Date | 09/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1308714539 |
| Valor | 130871453 |
| Symbol | RMAQBV |
| Barrier | 4,516.60 Points |
| Cap | 7,527.67 Points |
| Quotation in percent | Yes |
| Coupon p.a. | 5.25% |
| Coupon Premium | 0.89% |
| Coupon Yield | 4.36% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Pound Sterling |
| First Trading Date | 30/01/2024 |
| Date of maturity | 02/02/2026 |
| Last trading day | 26/01/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | FTSE 100 Index |
| ISIN | GB0001383545 |
| Price |
8,186.6772 Points
|
| Date | 29/04/24 12:19 |
| Ratio | 7.52785 |
| Cap | 7,527.67 GBP |
| Barrier | 4,516.60 GBP |
Key data
| Ask Price (basis for calculation) | 99.5000 |
| Maximum yield | 9.69% |
| Maximum yield p.a. | 5.49% |
| Sideways yield | 9.69% |
| Sideways yield p.a. | 5.49% |
| Distance to Cap | 612.16 |
| Distance to Cap in % | 7.52% |
| Is Cap Level reached | No |
| Distance to Barrier | 3623.23 |
| Distance to Barrier in % | 44.51% |
| Is Barrier reached | No |
market maker quality Date: 26/04/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 99.00 % |
| Last Best Ask Price | 99.50 % |
| 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 | 494,915 GBP |
| Average Sell Value | 497,415 GBP |
| Spreads Availability Ratio | 99.69% |
| Quote Availability | 99.69% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)