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Callable Barrier Reverse Convertible
Symbol:
FAOYJB
ISIN:
CH1367330201
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
10:32:00 |
|
95.05 %
|
95.55 %
|
USD |
| Volume |
1.00 m.
|
500,000
|
nominal | |
Performance
| Closing prev. day | 95.45 | ||||
| Diff. absolute / % | -0.40 | -0.42% | |||
Determined prices
| Last Price | 99.35 | Volume | 10,000 | |
| Time | 09:16:59 | Date | 27/09/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1367330201 |
| Valor | 136733020 |
| Symbol | FAOYJB |
| Barrier | 22.92 USD |
| Cap | 35.26 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 8.60% |
| Coupon Premium | 4.72% |
| Coupon Yield | 3.88% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 06/09/2024 |
| Date of maturity | 06/03/2026 |
| Last trading day | 27/02/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Kraft Heinz Co. |
| ISIN | US5007541064 |
| Price |
30.6225 EUR
|
| Date | 26/11/24 10:47 |
| Ratio | 0.03526 |
| Cap | 35.26 USD |
| Barrier | 22.919 USD |
Key data
| Ask Price (basis for calculation) | 95.4000 |
| Maximum yield | 15.99% |
| Maximum yield p.a. | 12.55% |
| Sideways yield | 15.99% |
| Sideways yield p.a. | 12.55% |
| Distance to Cap | -3.24 |
| Distance to Cap in % | -10.12% |
| Is Cap Level reached | No |
| Distance to Barrier | 9.101 |
| Distance to Barrier in % | 28.42% |
| Is Barrier reached | No |
market maker quality Date: 25/11/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 95.45 % |
| Last Best Ask Price | 95.95 % |
| 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 | 951,225 USD |
| Average Sell Value | 478,113 USD |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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