Worst of Reverse Convertible

Symbol: FTTRCH
ISIN: CH0473348081
Issuer:
Raiffeisen
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16/09/19
13:39:00
96.05
96.83
%
Volume
250,000
250,000
nominal

Performance

Closing prev. day 96.80
Diff. absolute / % -0.75 -0.77%

Determined prices

Last Price 96.80 Volume 35,000
Time 17:11:49 Date 13/09/2019

More Product Information

Core Data

Name Worst of Reverse Convertible
ISIN CH0473348081
Valor 47334808
Symbol FTTRCH
Quotation in percent Yes
Coupon p.a. 6.00%
Coupon Premium 6.00%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 14/05/2019
Date of maturity 14/05/2021
Last trading day 07/05/2021
Settlement Type Cash payout
IRS 871m Potentially in scope for combined transactions
Currency safeguarded Yes
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 96.8000
Calculated price of underlying 136.6780
Maximum yield 14.17%
Maximum yield p.a. 8.28%
Sideways yield 14.17%
Sideways yield p.a. 8.28%

market maker quality Date: 12/09/2019

Average Spread 0.81%
Last Best Bid Price 96.54 %
Last Best Ask Price 97.32 %
Last Best Bid Volume 250,000
Last Best Ask Volume 20,000
Average Buy Volume 250,000
Average Sell Volume 207,676
Average Buy Value 240,702 CHF
Average Sell Value 201,559 CHF
Spreads Availability Ratio 83.89%
Quote Availability 100.00%

Underlyings

Name Amazon.com Inc. Apple Inc. Walt Disney Co.
ISIN US0231351067 US0378331005 US2546871060
Price 1,839.34 USD 218.75 USD 138.02 USD
Date 13/09/19 22:00 13/09/19 22:00 14/09/19 00:30
Cap 1,962.46 USD 211.75 USD 134.33 USD
Distance to Cap 119.78 -7.10001 -3.65
Distance to Cap in % 6.50% -3.24% -2.65%
Is Cap Level reached No No No
Barrier 1,079.35 USD 116.46 USD 73.88 USD
Distance to Barrier 763.33 102.39 64.1
Distance to Barrier in % 41.43% 46.79% 46.46%
Is Barrier reached No No No

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