SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:45:00 |
![]() |
93.00 %
|
93.45 %
|
CHF |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 93.40 | ||||
Diff. absolute / % | -0.55 | -0.59% |
Last Price | 87.70 | Volume | 60,000 | |
Time | 13:42:40 | Date | 16/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1266851125 |
Valor | 126685112 |
Symbol | SACPJB |
Barrier | 220.48 CHF |
Cap | 275.60 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.65% |
Coupon Premium | 3.65% |
Coupon Yield | 2.00% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (Roche AG - 05/04/2024) |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/06/2023 |
Date of maturity | 03/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 93.3500 |
Maximum yield | 9.93% |
Maximum yield p.a. | 21.19% |
Sideways yield | 2.53% |
Sideways yield p.a. | 5.39% |
Distance to Cap | -18.9 |
Distance to Cap in % | -7.36% |
Is Cap Level reached | No |
Distance to Barrier | -0.879994 |
Distance to Barrier in % | -0.40% |
Is Barrier reached | Yes |
Average Spread | 0.48% |
Last Best Bid Price | 93.40 % |
Last Best Ask Price | 93.85 % |
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 | 466,757 CHF |
Average Sell Value | 469,007 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |