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Barrier Reverse Convertible
Symbol:
RFAAAV
ISIN:
CH1512023321
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
13:02:39 |
|
98.70 %
|
100.70 %
|
USD |
| Volume |
40,000
|
40,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 99.40 | ||||
| Diff. absolute / % | -0.80 | -0.80% | |||
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 | CH1512023321 |
| Valor | 151202332 |
| Symbol | RFAAAV |
| Barrier | 132.94 USD |
| Cap | 204.52 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 11.00% |
| Coupon Premium | 7.21% |
| Coupon Yield | 3.79% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 05/05/2026 |
| Date of maturity | 07/05/2027 |
| Last trading day | 30/04/2027 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 100.8000 |
| Maximum yield | 10.18% |
| Maximum yield p.a. | 13.46% |
| Sideways yield | 10.18% |
| Sideways yield p.a. | 13.46% |
| Distance to Cap | -5.82 |
| Distance to Cap in % | -2.93% |
| Is Cap Level reached | No |
| Distance to Barrier | 65.76 |
| Distance to Barrier in % | 33.10% |
| Is Barrier reached | No |
market maker quality Date: 03/08/2026
| Average Spread | 0.94% |
| Last Best Bid Price | 98.80 % |
| Last Best Ask Price | 99.50 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 364,216 |
| Average Sell Volume | 364,216 |
| Average Buy Value | 359,241 USD |
| Average Sell Value | 362,470 USD |
| Spreads Availability Ratio | 99.58% |
| Quote Availability | 99.58% |
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