SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
11:11:00 |
97.70 %
|
98.20 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 97.90 | ||||
Diff. absolute / % | -0.20 | -0.20% |
Last Price | 98.61 | Volume | 100,000 | |
Time | 10:04:55 | Date | 23/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1317180045 |
Valor | 131718004 |
Symbol | RNEAAV |
Barrier | 78.67 CHF |
Cap | 98.34 CHF |
Quotation in percent | Yes |
Coupon p.a. | 3.25% |
Coupon Premium | 1.91% |
Coupon Yield | 1.34% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/02/2024 |
Date of maturity | 10/02/2025 |
Last trading day | 03/02/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 98.2000 |
Maximum yield | 4.36% |
Maximum yield p.a. | 5.63% |
Sideways yield | 4.36% |
Sideways yield p.a. | 5.63% |
Distance to Cap | -6.36 |
Distance to Cap in % | -6.91% |
Is Cap Level reached | No |
Distance to Barrier | 13.31 |
Distance to Barrier in % | 14.47% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 97.40 % |
Last Best Ask Price | 97.90 % |
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 | 487,442 CHF |
Average Sell Value | 489,942 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |