SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
12:01:00 |
![]() |
100.45 %
|
100.95 %
|
USD |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 101.00 | ||||
Diff. absolute / % | -0.55 | -0.54% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1311056118 |
Valor | 131105611 |
Symbol | FATDJB |
Barrier | 243.07 USD |
Cap | 486.13 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.65% |
Coupon Premium | 3.63% |
Coupon Yield | 5.02% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 29/02/2024 |
Date of maturity | 03/03/2025 |
Last trading day | 24/02/2025 |
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) | 100.9000 |
Maximum yield | 4.37% |
Maximum yield p.a. | 6.93% |
Sideways yield | 4.37% |
Sideways yield p.a. | 6.93% |
Distance to Cap | 10.17 |
Distance to Cap in % | 2.05% |
Is Cap Level reached | No |
Distance to Barrier | 253.235 |
Distance to Barrier in % | 51.02% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.60 % |
Last Best Ask Price | 101.10 % |
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 | 1,005,140 USD |
Average Sell Value | 505,072 USD |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |