SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
12:31:00 |
103.23 %
|
104.05 %
|
CHF | |
Volume |
60,000
|
60,000
|
nominal |
Closing prev. day | 103.69 | ||||
Diff. absolute / % | -0.46 | -0.44% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
Ask Price (basis for calculation) | 104.0500 |
Maximum yield | 2.66% |
Maximum yield p.a. | 5.06% |
Sideways yield | 2.66% |
Sideways yield p.a. | 5.06% |
Distance to Cap | -33.9 |
Distance to Cap in % | -13.06% |
Is Cap Level reached | No |
Distance to Barrier | 83.5 |
Distance to Barrier in % | 32.16% |
Is Barrier reached | No |
Average Spread | 0.79% |
Last Best Bid Price | 103.10 % |
Last Best Ask Price | 103.92 % |
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 | 61,849 CHF |
Average Sell Value | 62,341 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |