SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
06.05.24
11:06:00 |
93.80 %
|
94.11 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 94.61 | ||||
Diff. absolute / % | -0.70 | -0.73% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1333293905 |
Valor | 133329390 |
Symbol | RTEAEV |
Barrier | 35.83 CHF |
Cap | 65.15 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.50% |
Coupon Premium | 5.32% |
Coupon Yield | 1.18% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/04/2024 |
Date of maturity | 29/04/2025 |
Last trading day | 22/04/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 94.5100 |
Maximum yield | 12.53% |
Maximum yield p.a. | 12.77% |
Sideways yield | 12.53% |
Sideways yield p.a. | 12.77% |
Distance to Cap | -9.05 |
Distance to Cap in % | -16.13% |
Is Cap Level reached | No |
Distance to Barrier | 20.27 |
Distance to Barrier in % | 36.13% |
Is Barrier reached | No |
Average Spread | 0.33% |
Last Best Bid Price | 94.30 % |
Last Best Ask Price | 94.61 % |
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 | 471,179 CHF |
Average Sell Value | 472,721 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |