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Barrier Reverse Convertible
Symbol:
RCBAFV
ISIN:
CH1512047726
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.09.26
15:37:55 |
|
102.50 %
|
103.00 %
|
USD |
| Volume |
500,000
|
500,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 100.80 | ||||
| Diff. absolute / % | 1.10 | +1.09% | |||
Determined prices
| Last Price | 100.00 | Volume | 5,000 | |
| Time | 15:36:47 | Date | 11/09/2026 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1512047726 |
| Valor | 151204772 |
| Symbol | RCBAFV |
| Barrier | 112.38 USD |
| Cap | 224.76 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 29.00% |
| Coupon Premium | 25.04% |
| Coupon Yield | 3.96% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 19/08/2026 |
| Date of maturity | 24/08/2027 |
| Last trading day | 17/08/2027 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 102.5000 |
| Maximum yield | 23.11% |
| Maximum yield p.a. | 25.03% |
| Sideways yield | 23.11% |
| Sideways yield p.a. | 25.03% |
| Distance to Cap | -26.31 |
| Distance to Cap in % | -13.26% |
| Is Cap Level reached | No |
| Distance to Barrier | 86.07 |
| Distance to Barrier in % | 43.37% |
| Is Barrier reached | No |
market maker quality Date: 18/09/2026
| Average Spread | 0.71% |
| Last Best Bid Price | 101.60 % |
| Last Best Ask Price | 102.10 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 286,607 |
| Average Sell Volume | 286,607 |
| Average Buy Value | 290,343 USD |
| Average Sell Value | 292,246 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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