SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:37:00 |
![]() |
92.95 %
|
93.40 %
|
CHF |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 93.55 | ||||
Diff. absolute / % | -0.60 | -0.64% |
Last Price | 87.15 | Volume | 1,000 | |
Time | 09:53:07 | Date | 16/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1250039240 |
Valor | 125003924 |
Symbol | SBOFJB |
Barrier | 234.90 CHF |
Cap | 276.35 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.25% |
Coupon Premium | 4.31% |
Coupon Yield | 1.94% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (Roche AG - 24/10/2023) |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/04/2023 |
Date of maturity | 25/10/2024 |
Last trading day | 18/10/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 93.4500 |
Maximum yield | 8.73% |
Maximum yield p.a. | 31.54% |
Sideways yield | 1.16% |
Sideways yield p.a. | 4.18% |
Distance to Cap | -19.65 |
Distance to Cap in % | -7.65% |
Is Cap Level reached | No |
Distance to Barrier | 2.6525 |
Distance to Barrier in % | 1.12% |
Is Barrier reached | Yes |
Average Spread | 0.48% |
Last Best Bid Price | 93.55 % |
Last Best Ask Price | 94.00 % |
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 | 467,571 CHF |
Average Sell Value | 469,821 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |