Barrier Reverse Convertible

Termsheet  
Symbol: RROAMV
Underlyings: Roche AG
ISIN: CH1368264805
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
05.12.25
17:36:02
100.70 %
101.30 %
CHF
Volume
300,000
300,000
nominal
Trading hours for this product: 8:00 – 21:45

Performance

Closing prev. day 100.90
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 96.01 Volume 15,000
Time 11:43:41 Date 30/10/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Barrier Reverse Convertible
ISIN CH1368264805
Valor 136826480
Symbol RROAMV
Barrier 206.30 CHF
Cap 275.00 CHF
Quotation in percent Yes
Coupon p.a. 4.50%
Coupon Premium 3.80%
Coupon Yield 0.70%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 13/08/2024
Date of maturity 17/08/2026
Last trading day 10/08/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Vontobel

Underlyings

Name Roche AG
ISIN CH0012032048
Price 310.9000 CHF
Date 05/12/25 17:30
Ratio 0.275
Cap 275.0000 CHF
Barrier 206.30 CHF

Key data

Sideways yield p.a. -
Distance to Cap 36.4
Distance to Cap in % 11.69%
Is Cap Level reached No
Distance to Barrier 105.1
Distance to Barrier in % 33.75%
Is Barrier reached No

market maker quality Date: 03/12/2025

Average Spread 0.34%
Last Best Bid Price 100.90 %
Last Best Ask Price 101.11 %
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 433,298
Average Sell Volume 433,298
Average Buy Value 437,109 CHF
Average Sell Value 438,417 CHF
Spreads Availability Ratio 11.64%
Quote Availability 100.46%

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