SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
06.05.24
10:25:00 |
99.50 %
|
100.00 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 99.00 | ||||
Diff. absolute / % | 0.40 | +0.41% |
Last Price | 98.90 | Volume | 1,000 | |
Time | 09:16:00 | Date | 29/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1323533567 |
Valor | 132353356 |
Symbol | RSLAAV |
Barrier | 442.50 CHF |
Cap | 632.20 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.50% |
Coupon Premium | 4.44% |
Coupon Yield | 1.06% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/04/2024 |
Date of maturity | 08/04/2026 |
Last trading day | 30/03/2026 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 99.4000 |
Maximum yield | 11.20% |
Maximum yield p.a. | 5.82% |
Sideways yield | 11.20% |
Sideways yield p.a. | 5.82% |
Distance to Cap | -4.79998 |
Distance to Cap in % | -0.77% |
Is Cap Level reached | No |
Distance to Barrier | 184.9 |
Distance to Barrier in % | 29.47% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 98.80 % |
Last Best Ask Price | 99.30 % |
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 | 493,916 CHF |
Average Sell Value | 496,416 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |