Barrier Reverse Convertible

Termsheet  
Symbol: RVAABV
Underlyings: VAT Group
ISIN: CH1405081642
Issuer:
Bank Vontobel
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
05.12.25
14:06:57
99.00 %
99.30 %
CHF
Volume
500,000
500,000
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 99.40
Diff. absolute / % -1.00 -1.04%

Determined prices

Last Price 95.00 Volume 10,000
Time 15:02:07 Date 07/11/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Barrier Reverse Convertible
ISIN CH1405081642
Valor 140508164
Symbol RVAABV
Barrier 222.00 CHF
Cap 341.50 CHF
Quotation in percent Yes
Coupon p.a. 7.00%
Coupon Premium 6.90%
Coupon Yield 0.10%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 23/01/2025
Date of maturity 24/07/2026
Last trading day 17/07/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name VAT Group
ISIN CH0311864901
Price 398.80 CHF
Date 05/12/25 15:15
Ratio 0.3415
Cap 341.50 CHF
Barrier 222.00 CHF

Key data

Sideways yield p.a. -
Distance to Cap 57
Distance to Cap in % 14.30%
Is Cap Level reached No
Distance to Barrier 172.6
Distance to Barrier in % 43.74%
Is Barrier reached No

market maker quality Date: 03/12/2025

Average Spread 0.55%
Last Best Bid Price 99.40 %
Last Best Ask Price 99.70 %
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 417,181
Average Sell Volume 417,181
Average Buy Value 411,962 CHF
Average Sell Value 413,984 CHF
Spreads Availability Ratio 9.40%
Quote Availability 109.21%

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