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Barrier Reverse Convertible
Symbol:
RCRABV
ISIN:
CH1405087888
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.12.25
13:30:27 |
|
100.70 %
|
101.40 %
|
USD |
| Volume |
300,000
|
300,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 101.10 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1405087888 |
| Valor | 140508788 |
| Symbol | RCRABV |
| Barrier | 275.51 USD |
| Cap | 393.59 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 13.00% |
| Coupon Premium | 8.78% |
| Coupon Yield | 4.22% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 03/02/2025 |
| Date of maturity | 06/02/2026 |
| Last trading day | 30/01/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | Crowdstrike Holdings |
| ISIN | US22788C1053 |
| Price |
432.25 EUR
|
| Date | 15/12/25 15:28 |
| Ratio | 0.393591 |
| Cap | 393.59 USD |
| Barrier | 275.51 USD |
Key data
| Ask Price (basis for calculation) | 101.4000 |
| Maximum yield | 0.43% |
| Maximum yield p.a. | 2.98% |
| Sideways yield | 0.43% |
| Sideways yield p.a. | 2.98% |
| Distance to Cap | 111.28 |
| Distance to Cap in % | 22.04% |
| Is Cap Level reached | No |
| Distance to Barrier | 229.36 |
| Distance to Barrier in % | 45.43% |
| Is Barrier reached | No |
market maker quality Date: 12/12/2025
| Average Spread | 0.75% |
| Last Best Bid Price | 100.70 % |
| Last Best Ask Price | 101.20 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 180,954 |
| Average Sell Volume | 180,954 |
| Average Buy Value | 182,339 USD |
| Average Sell Value | 183,601 USD |
| Spreads Availability Ratio | 11.23% |
| Quote Availability | 61.44% |
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