Autocallable Multi Barrier Reverse Convertible

Symbol: 0920BC
ISIN: CH1330051231
Issuer:
Banque Cantonale Vaudoise
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 101.45
Diff. absolute / % 0.01 +0.01%

Determined prices

Last Price 100.05 Volume 40,000
Time 09:15:47 Date 26/06/2024

More Product Information

Core Data

Name Autocallable Multi Barrier Reverse Convertible
ISIN CH1330051231
Valor 133005123
Symbol 0920BC
Quotation in percent Yes
Coupon p.a. 10.55%
Coupon Premium 9.31%
Coupon Yield 1.24%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/03/2024
Date of maturity 05/09/2025
Last trading day 28/08/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded Yes
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 102.2600
Maximum yield 10.73%
Maximum yield p.a. 9.41%
Sideways yield 10.73%
Sideways yield p.a. 9.41%

market maker quality Date: 15/07/2024

Average Spread 0.79%
Last Best Bid Price 101.45 %
Last Best Ask Price 102.25 %
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 60,875 CHF
Average Sell Value 61,355 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name ABB Siemens AG Schneider Electric S.A.
ISIN CH0012221716 DE0007236101 FR0000121972
Price 51.8000 CHF 181.41 EUR 231.775 EUR
Date 16/07/24 17:13 16/07/24 17:28 16/07/24 17:28
Cap 40.35 CHF 179.86 EUR 207.40 EUR
Distance to Cap 11.23 1.5 24.5
Distance to Cap in % 21.77% 0.83% 10.56%
Is Cap Level reached No No No
Barrier 26.2275 CHF 116.909 EUR 134.81 EUR
Distance to Barrier 25.3525 64.451 97.09
Distance to Barrier in % 49.15% 35.54% 41.87%
Is Barrier reached No No No

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