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Barrier Reverse Convertible
Symbol:
0967BC
ISIN:
CH1361031797
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 | 95.95 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 96.82 | Volume | 20,000 | |
| Time | 16:49:13 | Date | 22/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1361031797 |
| Valor | 136103179 |
| Symbol | 0967BC |
| Quotation in percent | Yes |
| Coupon p.a. | 11.65% |
| Coupon Premium | 10.51% |
| Coupon Yield | 1.14% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 24/06/2024 |
| Date of maturity | 24/09/2025 |
| Last trading day | 17/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 96.8200 |
| Maximum yield | 15.34% |
| Maximum yield p.a. | 18.30% |
| Sideways yield | 15.34% |
| Sideways yield p.a. | 18.30% |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 95.71 % |
| Last Best Ask Price | 96.47 % |
| 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 | 57,475 CHF |
| Average Sell Value | 57,931 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | BHP Group Ltd. (United Kingdom) | Rio Tinto Plc. | Glencore Plc. |
| ISIN | GB00BH0P3Z91 | GB0007188757 | JE00B4T3BW64 |
| Price | - |
60.02 EUR
|
4.6045 EUR
|
| Date | - | 22/11/24 22:49 | 22/11/24 22:49 |
| Cap | 2,203.00 GBX | 5,181.00 GBX | 448.35 GBX |
| Distance to Cap | -147 | -256.5 | -66.95 |
| Distance to Cap in % | -7.15% | -5.21% | -17.55% |
| Is Cap Level reached | No | No | No |
| Barrier | 1,652.25 GBX | 3,885.75 GBX | 336.263 GBX |
| Distance to Barrier | 403.75 | 1038.75 | 45.1375 |
| Distance to Barrier in % | 19.64% | 21.09% | 11.83% |
| Is Barrier reached | No | No | No |
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