SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
12:37:00 |
46.65 %
|
46.90 %
|
EUR | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 47.60 | ||||
Diff. absolute / % | -0.95 | -2.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1245499558 |
Valor | 124549955 |
Symbol | FAQWJB |
Barrier | 34.67 EUR |
Cap | 57.78 EUR |
Quotation in percent | Yes |
Coupon p.a. | 8.90% |
Coupon Premium | 5.69% |
Coupon Yield | 3.21% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (Bayer AG - 20/11/2023) |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 06/04/2023 |
Date of maturity | 07/10/2024 |
Last trading day | 30/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 47.0000 |
Maximum yield | 116.43% |
Maximum yield p.a. | 512.03% |
Sideways yield | 0.39% |
Sideways yield p.a. | 1.74% |
Distance to Cap | -31.655 |
Distance to Cap in % | -121.17% |
Is Cap Level reached | No |
Distance to Barrier | 6.782 |
Distance to Barrier in % | 16.36% |
Is Barrier reached | Yes |
Average Spread | 0.52% |
Last Best Bid Price | 47.35 % |
Last Best Ask Price | 47.60 % |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 476,608 EUR |
Average Sell Value | 239,554 EUR |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |