SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
16:00:00 |
100.60 %
|
101.10 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 101.00 | ||||
Diff. absolute / % | -0.40 | -0.40% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1282661847 |
Valor | 128266184 |
Symbol | FAWDJB |
Barrier | 40.33 USD |
Cap | 67.22 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.90% |
Coupon Premium | 3.46% |
Coupon Yield | 5.44% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 31/08/2023 |
Date of maturity | 03/09/2024 |
Last trading day | 26/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 101.1000 |
Maximum yield | 0.09% |
Maximum yield p.a. | 0.68% |
Sideways yield | 0.09% |
Sideways yield p.a. | 0.68% |
Distance to Cap | 3.78 |
Distance to Cap in % | 5.32% |
Is Cap Level reached | No |
Distance to Barrier | 30.668 |
Distance to Barrier in % | 43.19% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.50 % |
Last Best Ask Price | 101.00 % |
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 | 1,005,510 USD |
Average Sell Value | 505,253 USD |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |