SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:46:00 |
![]() |
97.05 %
|
97.55 %
|
USD |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 97.00 | ||||
Diff. absolute / % | 0.15 | +0.15% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1322551867 |
Valor | 132255186 |
Symbol | FAVNJB |
Barrier | 126.55 USD |
Cap | 158.19 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.00% |
Coupon Premium | 2.93% |
Coupon Yield | 5.07% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 08/04/2024 |
Date of maturity | 04/04/2025 |
Last trading day | 28/03/2025 |
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) | 97.5500 |
Maximum yield | 8.22% |
Maximum yield p.a. | 11.45% |
Sideways yield | 8.22% |
Sideways yield p.a. | 11.45% |
Distance to Cap | -8.94 |
Distance to Cap in % | -5.99% |
Is Cap Level reached | No |
Distance to Barrier | 22.698 |
Distance to Barrier in % | 15.21% |
Is Barrier reached | No |
Average Spread | 0.51% |
Last Best Bid Price | 96.90 % |
Last Best Ask Price | 97.40 % |
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 | 972,629 USD |
Average Sell Value | 488,814 USD |
Spreads Availability Ratio | 93.77% |
Quote Availability | 93.77% |