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Barrier Reverse Convertible
Symbol:
RORAAV
ISIN:
CH1470282646
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
05.12.25
20:18:48 |
|
89.20 %
|
89.60 %
|
USD |
| Volume |
500,000
|
500,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 88.90 | ||||
| Diff. absolute / % | -1.30 | -1.42% | |||
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 | CH1470282646 |
| Valor | 147028264 |
| Symbol | RORAAV |
| Barrier | 157.11 USD |
| Cap | 241.71 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 5.93% |
| Coupon Yield | 4.07% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 28/07/2025 |
| Date of maturity | 31/07/2026 |
| Last trading day | 24/07/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Sideways yield p.a. | - |
| Distance to Cap | -23.36 |
| Distance to Cap in % | -10.70% |
| Is Cap Level reached | No |
| Distance to Barrier | 61.24 |
| Distance to Barrier in % | 28.05% |
| Is Barrier reached | No |
market maker quality Date: 03/12/2025
| Average Spread | 0.78% |
| Last Best Bid Price | 85.80 % |
| Last Best Ask Price | 86.20 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 154,632 |
| Average Sell Volume | 154,632 |
| Average Buy Value | 132,308 USD |
| Average Sell Value | 133,285 USD |
| Spreads Availability Ratio | 10.38% |
| Quote Availability | 109.28% |
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