SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:16:00 |
![]() |
96.10 %
|
96.60 %
|
CHF |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 97.10 | ||||
Diff. absolute / % | -1.00 | -1.03% |
Last Price | 96.50 | Volume | 60,000 | |
Time | 16:39:33 | Date | 24/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1296073401 |
Valor | 129607340 |
Symbol | SALRJB |
Barrier | 88.25 CHF |
Cap | 98.06 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.90% |
Coupon Premium | 5.22% |
Coupon Yield | 1.68% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/11/2023 |
Date of maturity | 07/11/2024 |
Last trading day | 31/10/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 96.5500 |
Maximum yield | 5.73% |
Maximum yield p.a. | 18.34% |
Sideways yield | 5.73% |
Sideways yield p.a. | 18.34% |
Distance to Cap | -5.42 |
Distance to Cap in % | -5.85% |
Is Cap Level reached | No |
Distance to Barrier | 4.386 |
Distance to Barrier in % | 4.73% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 96.60 % |
Last Best Ask Price | 97.10 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 486,889 CHF |
Average Sell Value | 489,389 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |