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FixedIncome ReverseConvertible WorstOfBasket
Symbol:
0883BC
ISIN:
CH1296026904
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:02:00 |
|
109.83 %
|
110.70 %
|
EUR |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 109.77 | ||||
| Diff. absolute / % | 0.06 | +0.05% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | FixedIncome ReverseConvertible WorstOfBasket |
| ISIN | CH1296026904 |
| Valor | 129602690 |
| Symbol | 0883BC |
| Outperformance Level | 32.3944 |
| Quotation in percent | Yes |
| Coupon p.a. | 11.53% |
| Coupon Premium | 7.67% |
| Coupon Yield | 3.86% |
| Type | Reverse Convertibles |
| SVSP Code | 1220 |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 20/09/2023 |
| Date of maturity | 20/09/2024 |
| Last trading day | 13/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 110.7200 |
| Maximum yield | 0.76% |
| Maximum yield p.a. | 4.20% |
| Sideways yield | 0.76% |
| Sideways yield p.a. | 4.20% |
market maker quality Date: 15/07/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 109.77 % |
| Last Best Ask Price | 110.64 % |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 60,000 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 65,873 EUR |
| Average Sell Value | 66,395 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Bouygues S.A. | HEIDELBERG MATERIALS AG |
| ISIN | FR0000120503 | DE0006047004 |
| Price |
32.11 EUR
|
101.30 EUR
|
| Date | 16/07/24 13:40 | 16/07/24 13:40 |
| Cap | 28.899 EUR | 64.854 EUR |
| Distance to Cap | 3.251 | 36.196 |
| Distance to Cap in % | 10.11% | 35.82% |
| Is Cap Level reached | No | No |
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