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Callable Multi Barrier Reverse Convertible
Symbol:
0908BC
ISIN:
CH1322105672
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
08:43:00 |
|
100.52 %
|
101.32 %
|
EUR |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 100.94 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 100.94 | Volume | 30,000 | |
| Time | 11:12:23 | Date | 13/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1322105672 |
| Valor | 132210567 |
| Symbol | 0908BC |
| Quotation in percent | Yes |
| Coupon p.a. | 11.20% |
| Coupon Premium | 8.59% |
| Coupon Yield | 2.61% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 06/02/2024 |
| Date of maturity | 06/02/2026 |
| Last trading day | 02/02/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 101.3200 |
| Maximum yield | 12.55% |
| Maximum yield p.a. | 10.45% |
| Sideways yield | 12.55% |
| Sideways yield p.a. | 10.45% |
market maker quality Date: 25/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 100.52 % |
| Last Best Ask Price | 101.32 % |
| 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 | 60,272 EUR |
| Average Sell Value | 60,752 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | AXA S.A. | Deutsche Telekom AG | Compagnie de Saint-Gobain S.A. |
| ISIN | FR0000120628 | DE0005557508 | FR0000125007 |
| Price |
34.00 EUR
|
29.755 EUR
|
87.21 EUR
|
| Date | 26/11/24 09:18 | 26/11/24 09:18 | 26/11/24 09:18 |
| Cap | 31.16 EUR | 22.745 EUR | 65.84 EUR |
| Distance to Cap | 2.92 | 6.865 | 21.66 |
| Distance to Cap in % | 8.57% | 23.18% | 24.75% |
| Is Cap Level reached | No | No | No |
| Barrier | 15.58 EUR | 11.3725 EUR | 32.92 EUR |
| Distance to Barrier | 18.49 | 18.2075 | 54.56 |
| Distance to Barrier in % | 54.27% | 61.55% | 62.37% |
| Is Barrier reached | No | No | No |
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