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Barrier Reverse Convertible
Symbol:
RDBABV
ISIN:
CH1333291958
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
06.05.24
13:53:00 |
|
100.80 %
|
101.11 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 100.20 | ||||
| Diff. absolute / % | 0.60 | +0.60% | |||
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 | CH1333291958 |
| Valor | 133329195 |
| Symbol | RDBABV |
| Barrier | 8.04 EUR |
| Cap | 14.61 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 8.00% |
| Coupon Premium | 4.52% |
| 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 | 19/04/2024 |
| Date of maturity | 28/04/2025 |
| Last trading day | 17/04/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Deutsche Bank AG |
| ISIN | DE0005140008 |
| Price |
15.606 EUR
|
| Date | 06/05/24 16:17 |
| Ratio | 0.014611 |
| Cap | 14.611 EUR |
| Barrier | 8.036 EUR |
Key data
| Ask Price (basis for calculation) | 101.1100 |
| Maximum yield | 6.62% |
| Maximum yield p.a. | 6.77% |
| Sideways yield | 6.62% |
| Sideways yield p.a. | 6.77% |
| Distance to Cap | 0.647 |
| Distance to Cap in % | 4.24% |
| Is Cap Level reached | No |
| Distance to Barrier | 7.222 |
| Distance to Barrier in % | 47.33% |
| Is Barrier reached | No |
market maker quality Date: 03/05/2024
| Average Spread | 0.32% |
| Last Best Bid Price | 100.20 % |
| Last Best Ask Price | 100.51 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,969 |
| Average Sell Volume | 494,969 |
| Average Buy Value | 495,522 EUR |
| Average Sell Value | 497,052 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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