Barrier Reverse Convertible

Termsheet  
Symbol: RSAAKV
Underlyings: SAP SE
ISIN: CH1512054359
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
21.10.26
11:09:35
102.50 %
103.10 %
EUR
Volume
500,000
500,000
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 102.30
Diff. absolute / % 0.10 +0.10%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Barrier Reverse Convertible
ISIN CH1512054359
Valor 151205435
Symbol RSAAKV
Barrier 111.55 EUR
Cap 185.92 EUR
Quotation in percent Yes
Coupon p.a. 10.50%
Coupon Premium 7.32%
Coupon Yield 3.18%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
Exercise type American
Currency Euro
First Trading Date 01/10/2026
Date of maturity 03/04/2028
Last trading day 27/03/2028
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Bank Vontobel

Underlyings

Name SAP SE
ISIN DE0007164600
Price 186.24 CHF
Date 21/10/26 09:06
Ratio 0.18592
Cap 185.92 EUR
Barrier 111.55 EUR

Key data

Ask Price (basis for calculation) 102.7000
Maximum yield 12.75%
Maximum yield p.a. 8.78%
Sideways yield 12.75%
Sideways yield p.a. 8.78%
Distance to Cap 15.88
Distance to Cap in % 7.87%
Is Cap Level reached No
Distance to Barrier 90.25
Distance to Barrier in % 44.72%
Is Barrier reached No

market maker quality Date: 20/10/2026

Average Spread 0.60%
Last Best Bid Price 102.20 %
Last Best Ask Price 102.80 %
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 495,181
Average Sell Volume 495,181
Average Buy Value 505,998 EUR
Average Sell Value 508,976 EUR
Spreads Availability Ratio 98.75%
Quote Availability 98.75%

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