SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
08:06:00 |
![]() |
101.05 %
|
101.55 %
|
USD |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 101.55 | ||||
Diff. absolute / % | -0.50 | -0.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1286815381 |
Valor | 128681538 |
Symbol | FAXPJB |
Barrier | 195.12 USD |
Cap | 325.20 USD |
Quotation in percent | Yes |
Coupon p.a. | 9.30% |
Coupon Premium | 3.77% |
Coupon Yield | 5.53% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 05/10/2023 |
Date of maturity | 07/10/2024 |
Last trading day | 30/09/2024 |
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) | 101.5500 |
Maximum yield | 0.54% |
Maximum yield p.a. | 2.38% |
Sideways yield | 0.54% |
Sideways yield p.a. | 2.38% |
Distance to Cap | 167.43 |
Distance to Cap in % | 33.99% |
Is Cap Level reached | No |
Distance to Barrier | 297.51 |
Distance to Barrier in % | 60.39% |
Is Barrier reached | No |
Average Spread | 0.49% |
Last Best Bid Price | 101.05 % |
Last Best Ask Price | 101.55 % |
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 | 1,010,500 USD |
Average Sell Value | 507,750 USD |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |