Login
Barrier Reverse Convertible
Symbol:
RMSAFV
ISIN:
CH1317181076
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.05.24
08:29:00 |
|
98.10 %
|
98.60 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 98.40 | ||||
| Diff. absolute / % | -0.30 | -0.30% | |||
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 | CH1317181076 |
| Valor | 131718107 |
| Symbol | RMSAFV |
| Barrier | 262.41 USD |
| Cap | 403.71 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 6.50% |
| Coupon Premium | 1.78% |
| Coupon Yield | 4.72% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 05/02/2024 |
| Date of maturity | 10/02/2025 |
| Last trading day | 03/02/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Microsoft Corp. |
| ISIN | US5949181045 |
| Price |
372.80 EUR
|
| Date | 02/05/24 12:37 |
| Ratio | 0.403709 |
| Cap | 403.71 USD |
| Barrier | 262.41 USD |
Key data
| Ask Price (basis for calculation) | 98.6000 |
| Maximum yield | 6.45% |
| Maximum yield p.a. | 8.29% |
| Sideways yield | 6.45% |
| Sideways yield p.a. | 8.29% |
| Distance to Cap | -8.74 |
| Distance to Cap in % | -2.21% |
| Is Cap Level reached | No |
| Distance to Barrier | 132.56 |
| Distance to Barrier in % | 33.56% |
| Is Barrier reached | No |
market maker quality Date: 29/04/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 97.90 % |
| Last Best Ask Price | 98.40 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 145,133 |
| Average Sell Volume | 145,133 |
| Average Buy Value | 142,240 USD |
| Average Sell Value | 142,970 USD |
| 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)