SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:21:00 |
![]() |
100.27 %
|
101.07 %
|
CHF |
Volume |
60,000
|
60,000
|
nominal |
Closing prev. day | 100.55 | ||||
Diff. absolute / % | -0.23 | -0.23% |
Last Price | 98.21 | Volume | 25,000 | |
Time | 12:00:23 | Date | 18/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1343628751 |
Valor | 134362875 |
Symbol | 0944BC |
Barrier | 320.40 CHF |
Cap | 534.00 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.92% |
Coupon Premium | 5.74% |
Coupon Yield | 1.18% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/04/2024 |
Date of maturity | 22/04/2025 |
Last trading day | 15/04/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Banque Cantonale Vaudoise |
Ask Price (basis for calculation) | 101.1300 |
Maximum yield | 5.73% |
Maximum yield p.a. | 7.46% |
Sideways yield | 5.73% |
Sideways yield p.a. | 7.46% |
Distance to Cap | -21.4 |
Distance to Cap in % | -4.17% |
Is Cap Level reached | No |
Distance to Barrier | 192.2 |
Distance to Barrier in % | 37.50% |
Is Barrier reached | No |
Average Spread | 0.79% |
Last Best Bid Price | 100.34 % |
Last Best Ask Price | 101.14 % |
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 | 60,238 CHF |
Average Sell Value | 60,718 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |