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Barrier Reverse Convertible
Symbol:
FACYJB
ISIN:
CH1367330052
Issuer:
Bank Julius Bär
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 | 91.65 | ||||
| Diff. absolute / % | 0.45 | +0.49% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1367330052 |
| Valor | 136733005 |
| Symbol | FACYJB |
| Barrier | 79.16 USD |
| Cap | 113.09 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 8.50% |
| Coupon Premium | 4.86% |
| Coupon Yield | 3.64% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 03/10/2024 |
| Date of maturity | 05/01/2026 |
| Last trading day | 23/12/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Merck & Co. Inc. |
| ISIN | US58933Y1055 |
| Price |
95.30 EUR
|
| Date | 22/11/24 22:59 |
| Ratio | 0.11309 |
| Cap | 113.09 USD |
| Barrier | 79.163 USD |
Key data
| Ask Price (basis for calculation) | 93.7000 |
| Maximum yield | 16.68% |
| Maximum yield p.a. | 14.89% |
| Sideways yield | 16.68% |
| Sideways yield p.a. | 14.89% |
| Distance to Cap | -11.41 |
| Distance to Cap in % | -11.22% |
| Is Cap Level reached | No |
| Distance to Barrier | 22.517 |
| Distance to Barrier in % | 22.15% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.55% |
| Last Best Bid Price | 91.20 % |
| Last Best Ask Price | 91.70 % |
| Last Best Bid Volume | 1,000,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 1,000,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 911,824 USD |
| Average Sell Value | 458,412 USD |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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