Worst of Reverse Convertible

Symbol: FTTRCH
ISIN: CH0473348081
Issuer:
Raiffeisen
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 100.71
Diff. absolute / % -0.58 -0.57%

Determined prices

Last Price 101.70 Volume 10,000
Time 10:35:35 Date 27/12/2019

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) 101.5500
Calculated price of underlying 137.0420
Maximum yield 7.35%
Maximum yield p.a. 5.60%
Sideways yield 7.35%
Sideways yield p.a. 5.60%

market maker quality Date: 23/01/2020

Average Spread 0.81%
Last Best Bid Price 100.84 %
Last Best Ask Price 101.66 %
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 252,466 CHF
Average Sell Value 254,516 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Amazon.com Inc. Apple Inc. Walt Disney Co.
ISIN US0231351067 US0378331005 US2546871060
Price 1,862.68 USD 318.42 USD 140.24 USD
Date 24/01/20 21:57 24/01/20 21:58 24/01/20 21:58
Cap 1,962.46 USD 211.75 USD 134.33 USD
Distance to Cap -71.6499 110.84 7.79
Distance to Cap in % -3.79% 34.36% 5.48%
Is Cap Level reached No No No
Barrier 1,079.35 USD 116.46 USD 73.88 USD
Distance to Barrier 811.46 206.13 68.24
Distance to Barrier in % 42.92% 63.90% 48.02%
Is Barrier reached No No No

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