SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
14:31:00 |
99.80 %
|
100.30 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 99.80 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1286815100 |
Valor | 128681510 |
Symbol | FACDJB |
Barrier | 114.62 USD |
Cap | 163.74 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.15% |
Coupon Premium | 2.66% |
Coupon Yield | 5.49% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 21/09/2023 |
Date of maturity | 23/09/2024 |
Last trading day | 16/09/2024 |
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) | 100.3000 |
Maximum yield | 1.23% |
Maximum yield p.a. | 6.51% |
Sideways yield | 1.23% |
Sideways yield p.a. | 6.51% |
Distance to Cap | -14.49 |
Distance to Cap in % | -9.71% |
Is Cap Level reached | No |
Distance to Barrier | 34.632 |
Distance to Barrier in % | 23.20% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.80 % |
Last Best Ask Price | 100.30 % |
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 | 998,422 USD |
Average Sell Value | 501,711 USD |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |