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Barrier Reverse Convertible
Symbol:
RRBABV
ISIN:
CH1512029054
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
10.08.26
10:22:47 |
|
95.50 %
|
96.60 %
|
USD |
| Volume |
30,000
|
30,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 93.80 | ||||
| Diff. absolute / % | 1.70 | +1.81% | |||
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 | CH1512029054 |
| Valor | 151202905 |
| Symbol | RRBABV |
| Barrier | 23.05 USD |
| Cap | 46.10 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 20.00% |
| Coupon Premium | 16.25% |
| Coupon Yield | 3.75% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 29/05/2026 |
| Date of maturity | 04/12/2026 |
| Last trading day | 27/11/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Underlyings
| Name | ROBLOX Corp. |
| ISIN | US7710491033 |
| Price |
32.70 EUR
|
| Date | 10/08/26 11:12 |
| Ratio | 0.0461 |
| Cap | 46.10 USD |
| Barrier | 23.05 USD |
Key data
| Ask Price (basis for calculation) | 96.9000 |
| Maximum yield | 9.39% |
| Maximum yield p.a. | 29.54% |
| Sideways yield | 9.39% |
| Sideways yield p.a. | 29.54% |
| Distance to Cap | -8.31 |
| Distance to Cap in % | -21.99% |
| Is Cap Level reached | No |
| Distance to Barrier | 14.74 |
| Distance to Barrier in % | 39.01% |
| Is Barrier reached | No |
market maker quality Date: 07/08/2026
| Average Spread | 1.04% |
| Last Best Bid Price | 94.30 % |
| Last Best Ask Price | 94.90 % |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 49,572 |
| Average Sell Volume | 49,572 |
| Average Buy Value | 46,564 USD |
| Average Sell Value | 46,991 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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