Barrier Reverse Convertible

Symbol: RABACV
Underlyings: ABB
ISIN: CH1315856653
Issuer:
Bank Vontobel
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 102.90
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Barrier Reverse Convertible
ISIN CH1315856653
Valor 131585665
Symbol RABACV
Barrier 24.08 CHF
Cap 37.04 CHF
Quotation in percent Yes
Coupon p.a. 5.00%
Coupon Premium 3.89%
Coupon Yield 1.11%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 07/02/2024
Date of maturity 09/02/2026
Last trading day 02/02/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Vontobel

Underlyings

Name ABB
ISIN CH0012221716
Price 45.02 CHF
Date 30/04/24 17:19
Ratio 0.03704
Cap 37.04 CHF
Barrier 24.08 CHF

Key data

Ask Price (basis for calculation) 103.5000
Maximum yield 5.17%
Maximum yield p.a. 2.90%
Sideways yield 5.17%
Sideways yield p.a. 2.90%
Distance to Cap 8.21
Distance to Cap in % 18.14%
Is Cap Level reached No
Distance to Barrier 21.17
Distance to Barrier in % 46.78%
Is Barrier reached No

market maker quality Date: 29/04/2024

Average Spread 0.48%
Last Best Bid Price 102.90 %
Last Best Ask Price 103.40 %
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 515,659 CHF
Average Sell Value 518,159 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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