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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 | |
|---|---|---|---|---|
|
Price
16.07.24
13:03:00 |
|
101.24 %
|
102.04 %
|
CHF |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 101.20 | ||||
| Diff. absolute / % | 0.04 | +0.04% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
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) | 102.1100 |
| Maximum yield | 5.28% |
| Maximum yield p.a. | 5.57% |
| Sideways yield | 5.28% |
| Sideways yield p.a. | 5.57% |
market maker quality Date: 15/07/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 101.20 % |
| Last Best Ask Price | 102.00 % |
| 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 | 60,733 CHF |
| Average Sell Value | 61,214 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 |
16.724 EUR
|
193.41 EUR
|
450.275 EUR
|
| Date | 16/07/24 14:34 | 16/07/24 14:34 | 16/07/24 14:33 |
| Cap | 15.526 EUR | 196.30 USD | 450.18 USD |
| Distance to Cap | 1.112 | 13.81 | 42.45 |
| Distance to Cap in % | 6.68% | 6.57% | 8.62% |
| Is Cap Level reached | No | No | No |
| Barrier | 8.5393 EUR | 107.965 USD | 247.599 USD |
| Distance to Barrier | 8.0987 | 102.145 | 245.031 |
| Distance to Barrier in % | 48.68% | 48.62% | 49.74% |
| Is Barrier reached | No | No | No |
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