Callable Multi Barrier Reverse Convertible with European Knock-In

Termsheet  
Symbol: 0955BC
Underlyings: Roche GS / Swisscom / Swiss Life
ISIN: CH1354955861
Issuer:
Banque Cantonale Vaudoise

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 97.43
    
Ask 98.93
Created with Highcharts 8.0.011:0011:1511:3011:4512:0012:1512:3012:4513:0013:1513:3013:4514:009797.59898.59999.5100

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
09.04.25
14:02:00
97.43 %
98.93 %
CHF
Volume
60,000
60,000
nominal

Performance

Closing prev. day 99.95
Diff. absolute / % -2.52 -2.52%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Multi Barrier Reverse Convertible with European Knock-In
ISIN CH1354955861
Valor 135495586
Symbol 0955BC
Quotation in percent Yes
Coupon p.a. 4.65%
Coupon Premium 3.36%
Coupon Yield 1.29%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 07/06/2024
Date of maturity 07/06/2027
Last trading day 31/05/2027
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 99.0100
Maximum yield 11.57%
Maximum yield p.a. 5.35%
Sideways yield 11.57%
Sideways yield p.a. 5.35%

market maker quality Date: 08/04/2025

Average Spread 1.52%
Last Best Bid Price 98.45 %
Last Best Ask Price 99.95 %
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 58,867 CHF
Average Sell Value 59,767 CHF
Spreads Availability Ratio 98.84%
Quote Availability 98.84%

Underlyings

Name Swiss Life Hldg. N Swisscom N Roche AG
ISIN CH0014852781 CH0008742519 CH0012032048
Price 697.8000 CHF 500.00 CHF 233.80 CHF
Date 09/04/25 14:50 09/04/25 14:47 09/04/25 14:50
Cap 466.05 CHF 367.80 CHF 171.225 CHF
Distance to Cap 238.15 133.2 63.675
Distance to Cap in % 33.82% 26.59% 27.11%
Is Cap Level reached No No No
Barrier 366.626 CHF 289.336 CHF 134.697 CHF
Distance to Barrier 337.574 211.664 100.203
Distance to Barrier in % 47.94% 42.25% 42.66%
Is Barrier reached No No No

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