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Callable Multi Barrier Reverse Convertible
Symbol:
0966BC
ISIN:
CH1360252741
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 100.95 | ||||
| Diff. absolute / % | 0.33 | +0.33% | |||
Determined prices
| Last Price | 99.81 | Volume | 8,000 | |
| Time | 13:55:24 | Date | 22/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1360252741 |
| Valor | 136025274 |
| Symbol | 0966BC |
| Quotation in percent | Yes |
| Coupon p.a. | 7.50% |
| Coupon Premium | 6.45% |
| Coupon Yield | 1.05% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/06/2024 |
| Date of maturity | 27/06/2025 |
| Last trading day | 23/06/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 101.1000 |
| Maximum yield | 4.48% |
| Maximum yield p.a. | 7.53% |
| Sideways yield | 4.48% |
| Sideways yield p.a. | 7.53% |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 100.51 % |
| Last Best Ask Price | 101.31 % |
| 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 | 60,369 CHF |
| Average Sell Value | 60,849 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | ING Groep N.V. | JPMorgan Chase & Co. | Goldman Sachs Group Inc. |
| ISIN | NL0011821202 | US46625H1005 | US38141G1040 |
| Price |
14.753 EUR
|
238.725 EUR
|
579.05 EUR
|
| Date | 22/11/24 22:58 | 22/11/24 22:59 | 22/11/24 22:59 |
| Cap | 15.526 EUR | 196.30 USD | 450.18 USD |
| Distance to Cap | -0.702 | 50.94 | 149.14 |
| Distance to Cap in % | -4.74% | 20.60% | 24.88% |
| Is Cap Level reached | No | No | No |
| Barrier | 8.5393 EUR | 107.965 USD | 247.599 USD |
| Distance to Barrier | 6.2847 | 139.275 | 351.721 |
| Distance to Barrier in % | 42.40% | 56.33% | 58.69% |
| Is Barrier reached | No | No | No |
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