SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:02:00 |
![]() |
99.32 %
|
100.11 %
|
USD |
Volume |
60,000
|
60,000
|
nominal |
Closing prev. day | 99.91 | ||||
Diff. absolute / % | -0.59 | -0.59% |
Last Price | 100.00 | Volume | 100,000 | |
Time | 09:16:12 | Date | 06/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Reverse Convertible |
ISIN | CH1356761325 |
Valor | 135676132 |
Symbol | 0959BC |
Outperformance Level | 498.7850 |
Quotation in percent | Yes |
Coupon p.a. | 11.20% |
Coupon Premium | 5.97% |
Coupon Yield | 5.23% |
Type | Reverse Convertibles |
SVSP Code | 1220 |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 05/06/2024 |
Date of maturity | 05/06/2025 |
Last trading day | 30/05/2025 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | Yes |
Pricing | Dirty |
Issuer | Banque Cantonale Vaudoise |
Ask Price (basis for calculation) | 100.1900 |
Maximum yield | 10.99% |
Maximum yield p.a. | 12.38% |
Sideways yield | 2.89% |
Sideways yield p.a. | 3.25% |
Average Spread | 0.79% |
Last Best Bid Price | 99.46 % |
Last Best Ask Price | 100.25 % |
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 | 59,552 USD |
Average Sell Value | 60,026 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |