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Barrier Reverse Convertible
Symbol:
RBNACV
ISIN:
CH1333294671
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.06.24
12:48:00 |
|
98.60 %
|
99.10 %
|
USD |
| Volume |
50,000
|
50,000
|
nominal | |
Performance
| Closing prev. day | 99.60 | ||||
| Diff. absolute / % | -1.00 | -1.00% | |||
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 | CH1333294671 |
| Valor | 133329467 |
| Symbol | RBNACV |
| Barrier | 55.63 USD |
| Cap | 92.72 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 4.79% |
| Coupon Yield | 5.21% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 08/05/2024 |
| Date of maturity | 12/05/2025 |
| Last trading day | 05/05/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | BioNTech SE |
| ISIN | US09075V1026 |
| Price |
85.425 EUR
|
| Date | 17/06/24 13:25 |
| Ratio | 0.09272 |
| Cap | 92.72 USD |
| Barrier | 55.63 USD |
Key data
| Ask Price (basis for calculation) | 99.1000 |
| Maximum yield | 9.90% |
| Maximum yield p.a. | 10.98% |
| Sideways yield | 9.90% |
| Sideways yield p.a. | 10.98% |
| Distance to Cap | -0.639998 |
| Distance to Cap in % | -0.70% |
| Is Cap Level reached | No |
| Distance to Barrier | 36.45 |
| Distance to Barrier in % | 39.59% |
| Is Barrier reached | No |
market maker quality Date: 14/06/2024
| Average Spread | 0.56% |
| Last Best Bid Price | 99.10 % |
| Last Best Ask Price | 99.60 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 142,407 |
| Average Sell Volume | 142,407 |
| Average Buy Value | 141,173 USD |
| Average Sell Value | 141,901 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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