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Callable Multi Barrier Reverse Convertible
Symbol:
0935BC
ISIN:
CH1337680792
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:03:00 |
|
99.39 %
|
100.18 %
|
CHF |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 100.24 | ||||
| Diff. absolute / % | -0.81 | -0.81% | |||
Determined prices
| Last Price | 100.45 | Volume | 5,000 | |
| Time | 09:44:09 | Date | 09/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1337680792 |
| Valor | 133768079 |
| Symbol | 0935BC |
| Quotation in percent | Yes |
| Coupon p.a. | 10.25% |
| Coupon Premium | 9.15% |
| Coupon Yield | 1.10% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/04/2024 |
| Date of maturity | 02/10/2025 |
| Last trading day | 22/09/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 100.2200 |
| Maximum yield | 12.58% |
| Maximum yield p.a. | 10.36% |
| Sideways yield | 12.58% |
| Sideways yield p.a. | 10.36% |
market maker quality Date: 15/07/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 99.67 % |
| Last Best Ask Price | 100.46 % |
| 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 | 59,798 CHF |
| Average Sell Value | 60,272 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | TotalEnergies SE | BP Plc. | Royal Dutch Shell Plc. (AMS) |
| ISIN | FR0000120271 | GB0007980591 | |
| Price |
62.575 EUR
|
5.319 EUR
|
33.4375 EUR
|
| Date | 16/07/24 13:20 | 16/07/24 13:19 | 16/07/24 13:20 |
| Cap | 62.92 EUR | 496.65 GBX | 30.82 EUR |
| Distance to Cap | 0.359999 | -47.25 | 2.665 |
| Distance to Cap in % | 0.57% | -10.51% | 7.96% |
| Is Cap Level reached | No | No | No |
| Barrier | 40.898 EUR | 322.823 GBX | 20.033 EUR |
| Distance to Barrier | 22.382 | 126.577 | 13.452 |
| Distance to Barrier in % | 35.37% | 28.17% | 40.17% |
| Is Barrier reached | No | No | No |
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