SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.30 | ||||
Diff. absolute / % | -0.30 | -0.30% |
Last Price | 100.20 | Volume | 5,000 | |
Time | 09:19:41 | Date | 26/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1317186687 |
Valor | 131718668 |
Symbol | RPSAAV |
Barrier | 97.20 CHF |
Cap | 120.00 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.00% |
Coupon Premium | 3.59% |
Coupon Yield | 1.41% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/02/2024 |
Date of maturity | 14/02/2025 |
Last trading day | 07/02/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.8000 |
Maximum yield | 2.94% |
Maximum yield p.a. | 3.93% |
Sideways yield | 2.94% |
Sideways yield p.a. | 3.93% |
Distance to Cap | -6.5 |
Distance to Cap in % | -5.73% |
Is Cap Level reached | No |
Distance to Barrier | 16.3 |
Distance to Barrier in % | 14.36% |
Is Barrier reached | No |
Average Spread | 0.80% |
Last Best Bid Price | 99.50 % |
Last Best Ask Price | 100.30 % |
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 | 498,250 CHF |
Average Sell Value | 502,250 CHF |
Spreads Availability Ratio | 99.16% |
Quote Availability | 99.16% |