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Barrier Reverse Convertible
Symbol:
RBAAEV
ISIN:
CH1323532130
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
09:33:00 |
|
98.50 %
|
98.80 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 98.50 | ||||
| Diff. absolute / % | -0.70 | -0.71% | |||
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 | CH1323532130 |
| Valor | 132353213 |
| Symbol | RBAAEV |
| Barrier | 53.64 CHF |
| Cap | 82.52 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 |
Key data
| Ask Price (basis for calculation) | 99.9000 |
| Maximum yield | 13.14% |
| Maximum yield p.a. | 7.00% |
| Sideways yield | 13.14% |
| Sideways yield p.a. | 7.00% |
| Distance to Cap | -3.47 |
| Distance to Cap in % | -4.39% |
| Is Cap Level reached | No |
| Distance to Barrier | 25.41 |
| Distance to Barrier in % | 32.14% |
| Is Barrier reached | No |
market maker quality Date: 02/05/2024
| Average Spread | 0.30% |
| Last Best Bid Price | 98.20 % |
| Last Best Ask Price | 98.50 % |
| 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 | 492,884 CHF |
| Average Sell Value | 494,384 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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