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Callable Multi Barrier Reverse Convertible
Symbol:
0917BC
ISIN:
CH1325860489
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
08:21:00 |
|
101.49 %
|
102.29 %
|
CHF |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 101.57 | ||||
| Diff. absolute / % | -0.08 | -0.08% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1325860489 |
| Valor | 132586048 |
| Symbol | 0917BC |
| Quotation in percent | Yes |
| Coupon p.a. | 5.60% |
| Coupon Premium | 4.52% |
| Coupon Yield | 1.08% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/02/2024 |
| Date of maturity | 22/02/2027 |
| Last trading day | 15/02/2027 |
| Settlement Type | Cash payout |
| IRS 871m | Exempt qualified index |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 102.2900 |
| Maximum yield | 12.83% |
| Maximum yield p.a. | 4.92% |
| Sideways yield | 12.83% |
| Sideways yield p.a. | 4.92% |
market maker quality Date: 15/07/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 101.49 % |
| Last Best Ask Price | 102.29 % |
| 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 | 60,894 CHF |
| Average Sell Value | 61,374 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | SMI | EURO STOXX 50 Index | Nikkei 225 Index |
| ISIN | CH0009980894 | EU0009658145 | JP9010C00002 |
| Price | 12,228.42 Points | 4,945.68 Points |
41,340.633 Points
|
| Date | 16/07/24 15:43 | 16/07/24 15:43 | 16/07/24 15:58 |
| Cap | 11,213.60 CHF | 4,709.22 EUR | 38,157.90 JPY |
| Distance to Cap | 1007.75 | 273.89 | 3032.74 |
| Distance to Cap in % | 8.25% | 5.50% | 7.36% |
| Is Cap Level reached | No | No | No |
| Barrier | 6,616.05 CHF | 2,778.44 EUR | 22,513.20 JPY |
| Distance to Barrier | 5605.34 | 2204.67 | 18677.5 |
| Distance to Barrier in % | 45.87% | 44.24% | 45.34% |
| Is Barrier reached | No | No | No |
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