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Barrier Reverse Convertible
Symbol:
RCSACV
ISIN:
CH1323527221
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
09:05:00 |
|
99.80 %
|
100.11 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 99.90 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1323527221 |
| Valor | 132352722 |
| Symbol | RCSACV |
| Barrier | 21.02 EUR |
| Cap | 32.33 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 5.25% |
| Coupon Premium | 1.77% |
| Coupon Yield | 3.48% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 27/02/2024 |
| Date of maturity | 03/03/2025 |
| Last trading day | 24/02/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | AXA S.A. |
| ISIN | FR0000120628 |
| Price |
33.645 EUR
|
| Date | 17/05/24 09:43 |
| Ratio | 0.03233 |
| Cap | 32.33 EUR |
| Barrier | 21.015 EUR |
Key data
| Ask Price (basis for calculation) | 100.1100 |
| Maximum yield | 4.03% |
| Maximum yield p.a. | 5.05% |
| Sideways yield | 4.03% |
| Sideways yield p.a. | 5.05% |
| Distance to Cap | 1.22 |
| Distance to Cap in % | 3.64% |
| Is Cap Level reached | No |
| Distance to Barrier | 12.535 |
| Distance to Barrier in % | 37.36% |
| Is Barrier reached | No |
market maker quality Date: 16/05/2024
| Average Spread | 0.31% |
| Last Best Bid Price | 99.80 % |
| Last Best Ask Price | 100.11 % |
| 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 | 499,099 EUR |
| Average Sell Value | 500,649 EUR |
| Spreads Availability Ratio | 99.61% |
| Quote Availability | 99.61% |
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