SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
13:26:00 |
75.30 %
|
75.70 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 75.10 | ||||
Diff. absolute / % | 0.15 | +0.20% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1290317085 |
Valor | 129031708 |
Symbol | SAMZJB |
Barrier | 175.58 CHF |
Cap | 234.10 CHF |
Quotation in percent | Yes |
Coupon p.a. | 9.50% |
Coupon Premium | 7.72% |
Coupon Yield | 1.78% |
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 | 17/10/2023 |
Date of maturity | 17/10/2024 |
Last trading day | 10/10/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 75.6500 |
Maximum yield | 34.32% |
Maximum yield p.a. | 134.69% |
Sideways yield | 0.07% |
Sideways yield p.a. | 0.26% |
Distance to Cap | -62.9 |
Distance to Cap in % | -36.74% |
Is Cap Level reached | No |
Distance to Barrier | 13.625 |
Distance to Barrier in % | 7.20% |
Is Barrier reached | Yes |
Average Spread | 0.49% |
Last Best Bid Price | 74.75 % |
Last Best Ask Price | 75.10 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 372,893 CHF |
Average Sell Value | 74,943 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |