SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
![]()
16.07.24
09:02:00 |
![]() |
100.62 %
|
101.42 %
|
CHF |
Volume |
60,000
|
60,000
|
nominal |
Closing prev. day | 100.57 | ||||
Diff. absolute / % | 0.05 | +0.05% |
Last Price | 100.57 | Volume | 50,000 | |
Time | 09:44:17 | Date | 15/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Reverse Convertible |
ISIN | CH1338189082 |
Valor | 133818908 |
Symbol | 0939BC |
Outperformance Level | 296.0880 |
Quotation in percent | Yes |
Coupon p.a. | 5.70% |
Coupon Premium | 4.64% |
Coupon Yield | 1.06% |
Type | Reverse Convertibles |
SVSP Code | 1220 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 09/04/2024 |
Date of maturity | 09/04/2027 |
Last trading day | 02/04/2027 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Banque Cantonale Vaudoise |
Ask Price (basis for calculation) | 101.4200 |
Maximum yield | 14.06% |
Maximum yield p.a. | 5.15% |
Sideways yield | 14.06% |
Sideways yield p.a. | 5.15% |
Average Spread | 0.79% |
Last Best Bid Price | 100.61 % |
Last Best Ask Price | 101.41 % |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 60,000 |
Average Buy Volume | 41,560 |
Average Sell Volume | 60,000 |
Average Buy Value | 41,828 CHF |
Average Sell Value | 60,868 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |