Callable Multi Barrier Reverse Convertible

Termsheet  
Symbol: 0961BC
Underlyings: Comet Hldg. AG / INFICON Hldg. AG / VAT Group
ISIN: CH1357076335
Issuer:
Banque Cantonale Vaudoise

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 67.23
    
Ask 69.23

For this period no data is available. Please note that some intraday charts contain only delayed data.

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
10.04.25
11:20:00
67.23 %
69.23 %
CHF
Volume
60,000
60,000
nominal

Performance

Closing prev. day 68.50
Diff. absolute / % -1.27 -1.85%

Determined prices

Last Price 74.08 Volume 10,000
Time 09:16:58 Date 27/03/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1357076335
Valor 135707633
Symbol 0961BC
Quotation in percent Yes
Coupon p.a. 13.20%
Coupon Premium 12.07%
Coupon Yield 1.14%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (VAT Group - 04/04/2025)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/06/2024
Date of maturity 19/12/2025
Last trading day 15/12/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 69.2300
Maximum yield 58.77%
Maximum yield p.a. 84.79%
Sideways yield -4.41%
Sideways yield p.a. -6.36%

market maker quality Date: 09/04/2025

Average Spread 2.20%
Last Best Bid Price 67.48 %
Last Best Ask Price 68.98 %
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 40,488 CHF
Average Sell Value 41,388 CHF
Spreads Availability Ratio 80.18%
Quote Availability 80.18%

Underlyings

Name Comet Hldg. AG INFICON Hldg. AG VAT Group
ISIN CH0360826991 CH0011029946 CH0311864901
Price 210.00 CHF 799.00 CHF 283.30 CHF
Date 10/04/25 15:47 10/04/25 15:46 10/04/25 15:46
Cap 369.50 CHF 1,438.00 CHF 505.40 CHF
Distance to Cap -154.1 -629 -219.3
Distance to Cap in % -71.54% -77.75% -76.65%
Is Cap Level reached No No No
Barrier 203.225 CHF 790.90 CHF 277.97 CHF
Distance to Barrier 12.175 18.1 3.53
Distance to Barrier in % 5.65% 2.24% 1.25%
Is Barrier reached No No Yes

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