SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.06.24
09:11:00 |
99.60 %
|
100.10 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 100.10 | ||||
Diff. absolute / % | -0.20 | -0.20% |
Last Price | 99.30 | Volume | 10,000 | |
Time | 14:44:14 | Date | 12/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283323728 |
Valor | 128332372 |
Symbol | RADADV |
Barrier | 22.64 CHF |
Cap | 37.74 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.50% |
Coupon Premium | 3.62% |
Coupon Yield | 1.88% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2023 |
Date of maturity | 05/09/2024 |
Last trading day | 29/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 100.1000 |
Maximum yield | 1.16% |
Maximum yield p.a. | 4.87% |
Sideways yield | 1.16% |
Sideways yield p.a. | 4.87% |
Distance to Cap | -4.6 |
Distance to Cap in % | -13.88% |
Is Cap Level reached | No |
Distance to Barrier | 10.5 |
Distance to Barrier in % | 31.68% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.70 % |
Last Best Ask Price | 100.20 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 498,442 CHF |
Average Sell Value | 500,942 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |