Callable Multi Barrier Reverse Convertible

Symbol: 0902BC
ISIN: CH1313712585
Issuer:
Banque Cantonale Vaudoise
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 60.46
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 60.00 Volume 10,000
Time 14:52:59 Date 19/11/2024

More Product Information

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1313712585
Valor 131371258
Symbol 0902BC
Quotation in percent Yes
Coupon p.a. 10.98%
Coupon Premium 9.53%
Coupon Yield 1.45%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Stadler Rail AG - 19/11/2024)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 18/12/2023
Date of maturity 18/12/2024
Last trading day 11/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Sideways yield p.a. -

market maker quality Date: 20/11/2024

Average Spread -
Last Best Bid Price 60.46 %
Last Best Ask Price - %
Last Best Bid Volume 60,000
Last Best Ask Volume 0
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 CHF
Average Sell Value 0 CHF
Spreads Availability Ratio 0.00%
Quote Availability 99.11%

Underlyings

Name Nestlé S.A. Novartis AG Roche AG Stadler Rail AG
ISIN CH0038863350 CH0012005267 CH0012032048 CH0002178181
Price 76.00 CHF 93.68 CHF 254.30 CHF 18.96 CHF
Date 22/11/24 17:30 22/11/24 17:30 22/11/24 17:30 22/11/24 17:30
Cap 99.02 CHF 85.58 CHF 254.30 CHF 30.88 CHF
Distance to Cap -22.8 8.19 0.2 -11.78
Distance to Cap in % -29.91% 8.73% 0.08% -61.68%
Is Cap Level reached No No No No
Barrier 59.3526 CHF 51.2967 CHF 152.427 CHF 18.5095 CHF
Distance to Barrier 16.8674 42.4733 102.073 0.0105005
Distance to Barrier in % 22.13% 45.30% 40.11% 0.06%
Is Barrier reached No No No Yes

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