SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
06.05.24
14:33:00 |
98.90 %
|
99.20 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 98.80 | ||||
Diff. absolute / % | 0.10 | +0.10% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1323532080 |
Valor | 132353208 |
Symbol | RVAACV |
Barrier | 276.90 CHF |
Cap | 461.50 CHF |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 5.89% |
Coupon Yield | 1.11% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/03/2024 |
Date of maturity | 19/03/2026 |
Last trading day | 12/03/2026 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 99.2000 |
Maximum yield | 13.86% |
Maximum yield p.a. | 7.42% |
Sideways yield | 13.86% |
Sideways yield p.a. | 7.42% |
Distance to Cap | -9.60001 |
Distance to Cap in % | -2.12% |
Is Cap Level reached | No |
Distance to Barrier | 175 |
Distance to Barrier in % | 38.73% |
Is Barrier reached | No |
Average Spread | 0.30% |
Last Best Bid Price | 98.80 % |
Last Best Ask Price | 99.10 % |
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 | 491,704 CHF |
Average Sell Value | 493,204 CHF |
Spreads Availability Ratio | 99.99% |
Quote Availability | 99.99% |