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Callable Multi Barrier Reverse Convertible
Symbol:
0936BC
ISIN:
CH1337770916
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:03:00 |
|
96.65 %
|
97.42 %
|
CHF |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 97.86 | ||||
| Diff. absolute / % | -1.21 | -1.24% | |||
Determined prices
| Last Price | 98.04 | Volume | 140,000 | |
| Time | 16:00:06 | Date | 12/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1337770916 |
| Valor | 133777091 |
| Symbol | 0936BC |
| Quotation in percent | Yes |
| Coupon p.a. | 5.50% |
| Coupon Premium | 4.28% |
| Coupon Yield | 1.22% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/03/2024 |
| Date of maturity | 22/09/2025 |
| Last trading day | 15/09/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 97.6100 |
| Maximum yield | 9.52% |
| Maximum yield p.a. | 8.02% |
| Sideways yield | 9.52% |
| Sideways yield p.a. | 8.02% |
market maker quality Date: 15/07/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 97.09 % |
| Last Best Ask Price | 97.86 % |
| 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 | 58,170 CHF |
| Average Sell Value | 58,632 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 |
62.415 EUR
|
5.304 EUR
|
33.3575 EUR
|
| Date | 16/07/24 13:51 | 16/07/24 13:51 | 16/07/24 13:51 |
| Cap | 62.71 EUR | 490.000 GBX | 30.015 EUR |
| Distance to Cap | 0.569999 | -40.6 | 3.47 |
| Distance to Cap in % | 0.90% | -9.03% | 10.36% |
| Is Cap Level reached | No | No | No |
| Barrier | 40.7615 EUR | 318.50 GBX | 19.5098 EUR |
| Distance to Barrier | 22.5185 | 130.9 | 13.9752 |
| Distance to Barrier in % | 35.59% | 29.13% | 41.74% |
| Is Barrier reached | No | No | No |
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