Login
Barrier Reverse Convertible
Symbol:
RBAAAV
ISIN:
CH1317180797
Issuer:
Bank Vontobel
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 | 100.10 | ||||
| Diff. absolute / % | -0.50 | -0.50% | |||
Determined prices
| Last Price | 99.81 | Volume | 20,000 | |
| Time | 09:53:54 | Date | 30/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1317180797 |
| Valor | 131718079 |
| Symbol | RBAAAV |
| Barrier | 18.59 EUR |
| Cap | 28.61 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 6.73% |
| Coupon Yield | 3.27% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| 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 |
Underlyings
| Name | Bayer AG |
| ISIN | DE000BAY0017 |
| Price |
28.15 EUR
|
| Date | 03/05/24 23:01 |
| Ratio | 0.028605 |
| Cap | 28.605 EUR |
| Barrier | 18.593 EUR |
Key data
| Ask Price (basis for calculation) | 99.9100 |
| Maximum yield | 7.67% |
| Maximum yield p.a. | 9.89% |
| Sideways yield | 7.67% |
| Sideways yield p.a. | 9.89% |
| Distance to Cap | -0.475001 |
| Distance to Cap in % | -1.69% |
| Is Cap Level reached | No |
| Distance to Barrier | 9.537 |
| Distance to Barrier in % | 33.90% |
| Is Barrier reached | No |
market maker quality Date: 02/05/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 100.10 % |
| Last Best Ask Price | 100.41 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,969 |
| Average Sell Volume | 494,969 |
| Average Buy Value | 497,017 EUR |
| Average Sell Value | 498,551 EUR |
| 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)