SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
13:16:00 |
96.95 %
|
97.45 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 96.80 | ||||
Diff. absolute / % | 0.15 | +0.15% |
Last Price | 96.50 | Volume | 30,000 | |
Time | 09:27:03 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1322551453 |
Valor | 132255145 |
Symbol | FAASJB |
Barrier | 121.04 USD |
Cap | 161.38 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.30% |
Coupon Premium | 2.24% |
Coupon Yield | 5.06% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 07/03/2024 |
Date of maturity | 07/03/2025 |
Last trading day | 28/02/2025 |
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) | 97.3500 |
Maximum yield | 7.47% |
Maximum yield p.a. | 11.65% |
Sideways yield | 7.47% |
Sideways yield p.a. | 11.65% |
Distance to Cap | -12.13 |
Distance to Cap in % | -8.13% |
Is Cap Level reached | No |
Distance to Barrier | 28.215 |
Distance to Barrier in % | 18.90% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 96.80 % |
Last Best Ask Price | 97.30 % |
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 | 970,288 USD |
Average Sell Value | 487,644 USD |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |