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Barrier Reverse Convertible
Symbol:
RAMANV
ISIN:
CH1483500141
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.06.26
22:05:04 |
|
- %
|
- %
|
CHF |
| Volume |
0
|
0
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 98.90 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 98.81 | Volume | 10,000 | |
| Time | 14:50:40 | Date | 01/06/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1483500141 |
| Valor | 148350014 |
| Symbol | RAMANV |
| Barrier | 30.82 CHF |
| Cap | 44.03 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 6.00% |
| Coupon Premium | 6.00% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 19/12/2025 |
| Date of maturity | 24/12/2026 |
| Last trading day | 17/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 98.9000 |
| Maximum yield | 4.38% |
| Maximum yield p.a. | 7.84% |
| Sideways yield | 4.38% |
| Sideways yield p.a. | 7.84% |
| Distance to Cap | -1.54 |
| Distance to Cap in % | -3.62% |
| Is Cap Level reached | No |
| Distance to Barrier | 11.67 |
| Distance to Barrier in % | 27.47% |
| Is Barrier reached | No |
market maker quality Date: 02/06/2026
| Average Spread | 0.41% |
| Last Best Bid Price | 98.90 % |
| Last Best Ask Price | 99.30 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 246,331 CHF |
| Average Sell Value | 247,349 CHF |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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