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Barrier Reverse Convertible
Symbol:
RLHADV
ISIN:
CH1235103947
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
18.06.24
10:47:00 |
|
88.60 %
|
92.60 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 91.50 | ||||
| Diff. absolute / % | -4.10 | -4.29% | |||
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 | CH1235103947 |
| Valor | 123510394 |
| Symbol | RLHADV |
| Barrier | 5.23 EUR |
| Cap | 9.51 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 11.00% |
| Coupon Premium | 7.97% |
| Coupon Yield | 3.03% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 23/03/2023 |
| Date of maturity | 24/09/2024 |
| Last trading day | 17/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Vontobel |
Underlyings
| Name | Deutsche Lufthansa AG |
| ISIN | DE0008232125 |
| Price |
5.97 EUR
|
| Date | 18/06/24 11:04 |
| Ratio | 0.009507 |
| Cap | 9.507 EUR |
| Barrier | 5.229 EUR |
Key data
| Ask Price (basis for calculation) | 93.1000 |
| Maximum yield | 13.40% |
| Maximum yield p.a. | 49.91% |
| Sideways yield | 13.40% |
| Sideways yield p.a. | 49.91% |
| Distance to Cap | -3.581 |
| Distance to Cap in % | -60.43% |
| Is Cap Level reached | No |
| Distance to Barrier | 0.697 |
| Distance to Barrier in % | 11.76% |
| Is Barrier reached | No |
market maker quality Date: 17/06/2024
| Average Spread | 4.98% |
| Last Best Bid Price | 87.20 % |
| Last Best Ask Price | 91.50 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 494,948 |
| Average Sell Volume | 494,948 |
| Average Buy Value | 429,598 EUR |
| Average Sell Value | 451,139 EUR |
| Spreads Availability Ratio | 99.58% |
| Quote Availability | 99.58% |
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