SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:04:00 |
![]() |
69.75 %
|
70.10 %
|
CHF |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 69.90 | ||||
Diff. absolute / % | -0.30 | -0.43% |
Last Price | 89.45 | Volume | 2,000 | |
Time | 11:15:33 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1278385708 |
Valor | 127838570 |
Symbol | SBQEJB |
Barrier | 174.51 CHF |
Cap | 249.30 CHF |
Quotation in percent | Yes |
Coupon p.a. | 8.20% |
Coupon Premium | 6.31% |
Coupon Yield | 1.89% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (Swatch Group I - 15/07/2024) |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/09/2023 |
Date of maturity | 05/09/2024 |
Last trading day | 29/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 70.2000 |
Maximum yield | 42.29% |
Maximum yield p.a. | 302.66% |
Sideways yield | -0.33% |
Sideways yield p.a. | -2.36% |
Distance to Cap | -78.1 |
Distance to Cap in % | -45.62% |
Is Cap Level reached | No |
Distance to Barrier | 14.69 |
Distance to Barrier in % | 7.76% |
Is Barrier reached | Yes |
Average Spread | 0.50% |
Last Best Bid Price | 69.55 % |
Last Best Ask Price | 69.90 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 346,892 CHF |
Average Sell Value | 52,296 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |