SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
16:19:00 |
![]() |
97.40 %
|
97.90 %
|
USD |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 97.75 | ||||
Diff. absolute / % | -0.45 | -0.46% |
Last Price | 94.10 | Volume | 54,000 | |
Time | 10:10:12 | Date | 03/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1298360731 |
Valor | 129836073 |
Symbol | FAOZJB |
Barrier | 21.68 USD |
Cap | 43.35 USD |
Quotation in percent | Yes |
Coupon p.a. | 11.15% |
Coupon Premium | 5.82% |
Coupon Yield | 5.33% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 24/11/2023 |
Date of maturity | 25/11/2024 |
Last trading day | 18/11/2024 |
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) | 98.0500 |
Maximum yield | 6.00% |
Maximum yield p.a. | 16.60% |
Sideways yield | 6.00% |
Sideways yield p.a. | 16.60% |
Distance to Cap | -8.87 |
Distance to Cap in % | -25.73% |
Is Cap Level reached | No |
Distance to Barrier | 12.805 |
Distance to Barrier in % | 37.14% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 97.75 % |
Last Best Ask Price | 98.25 % |
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 | 976,487 USD |
Average Sell Value | 490,743 USD |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |