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Callable Multi Barrier Reverse Convertible
Symbol:
0922BC
ISIN:
CH1331400940
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 59.23 | ||||
| Diff. absolute / % | 0.84 | +1.42% | |||
Determined prices
| Last Price | 83.04 | Volume | 30,000 | |
| Time | 09:15:17 | Date | 19/03/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1331400940 |
| Valor | 133140094 |
| Symbol | 0922BC |
| Quotation in percent | Yes |
| Coupon p.a. | 8.35% |
| Coupon Premium | 7.23% |
| Coupon Yield | 1.12% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Capgemini S.A. - 07/04/2025) |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/03/2024 |
| Date of maturity | 13/03/2026 |
| Last trading day | 09/03/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 61.9500 |
| Maximum yield | 74.90% |
| Maximum yield p.a. | 81.12% |
| Sideways yield | 0.88% |
| Sideways yield p.a. | 0.95% |
market maker quality Date: 09/04/2025
| Average Spread | 2.54% |
| Last Best Bid Price | 57.73 % |
| Last Best Ask Price | 59.23 % |
| 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 | 35,037 CHF |
| Average Sell Value | 35,937 CHF |
| Spreads Availability Ratio | 80.19% |
| Quote Availability | 80.19% |
Underlyings
| Name | ABB | Microsoft Corp. | Capgemini S.A. |
| ISIN | CH0012221716 | US5949181045 | FR0000125338 |
| Price | 41.18 CHF |
336.95 EUR
|
125.925 EUR
|
| Date | 10/04/25 17:31 | 10/04/25 20:26 | 10/04/25 20:26 |
| Cap | 40.84 CHF | 409.14 USD | 226.80 EUR |
| Distance to Cap | 0.619999 | -31.31 | -104 |
| Distance to Cap in % | 1.50% | -8.29% | -84.69% |
| Is Cap Level reached | No | No | No |
| Barrier | 20.42 CHF | 204.57 USD | 113.40 EUR |
| Distance to Barrier | 21.04 | 173.26 | 14.95 |
| Distance to Barrier in % | 50.75% | 45.86% | 11.65% |
| Is Barrier reached | No | No | Yes |
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