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Barrier Reverse Convertible
Symbol:
0907BC
ISIN:
CH1321835394
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 100.37 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 100.21 | Volume | 10,000 | |
| Time | 14:39:47 | Date | 18/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1321835394 |
| Valor | 132183539 |
| Symbol | 0907BC |
| Barrier | 176.10 CHF |
| Cap | 293.50 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 6.80% |
| Coupon Premium | 5.41% |
| Coupon Yield | 1.39% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/01/2024 |
| Date of maturity | 24/01/2025 |
| Last trading day | 20/01/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 101.4500 |
| Maximum yield | 1.94% |
| Maximum yield p.a. | 11.24% |
| Sideways yield | 1.94% |
| Sideways yield p.a. | 11.24% |
| Distance to Cap | -84.3 |
| Distance to Cap in % | -40.30% |
| Is Cap Level reached | No |
| Distance to Barrier | 33.1 |
| Distance to Barrier in % | 15.82% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 99.95 % |
| Last Best Ask Price | 100.74 % |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 60,000 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 60,134 CHF |
| Average Sell Value | 60,610 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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