SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
14:31:00 |
99.50 %
|
100.00 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 99.50 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 95.55 | Volume | 50,000 | |
Time | 15:55:55 | Date | 15/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1300331803 |
Valor | 130033180 |
Symbol | SAUFJB |
Barrier | 200.76 CHF |
Cap | 250.95 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.90% |
Coupon Premium | 5.38% |
Coupon Yield | 1.52% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 12/12/2023 |
Date of maturity | 12/03/2025 |
Last trading day | 05/03/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 99.9500 |
Maximum yield | 4.54% |
Maximum yield p.a. | 6.93% |
Sideways yield | 4.54% |
Sideways yield p.a. | 6.93% |
Distance to Cap | 5.55 |
Distance to Cap in % | 2.16% |
Is Cap Level reached | No |
Distance to Barrier | 55.74 |
Distance to Barrier in % | 21.73% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.50 % |
Last Best Ask Price | 100.00 % |
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 | 496,963 CHF |
Average Sell Value | 499,463 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |