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Barrier Reverse Convertible
Symbol:
FAZWJB
ISIN:
CH1373869457
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.11.24
10:50:00 |
|
101.60 %
|
102.10 %
|
USD |
| Volume |
1.00 m.
|
500,000
|
nominal | |
Performance
| Closing prev. day | 102.15 | ||||
| Diff. absolute / % | -0.55 | -0.54% | |||
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 | CH1373869457 |
| Valor | 137386945 |
| Symbol | FAZWJB |
| Barrier | 10.20 USD |
| Cap | 20.39 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 11.50% |
| Coupon Premium | 7.35% |
| Coupon Yield | 4.15% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 18/10/2024 |
| Date of maturity | 20/10/2025 |
| Last trading day | 10/10/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Carnival Corp. |
| ISIN | PA1436583006 |
| Price |
22.875 EUR
|
| Date | 15/11/24 11:17 |
| Ratio | 0.02039 |
| Cap | 20.39 USD |
| Barrier | 10.195 USD |
Key data
| Ask Price (basis for calculation) | 102.0000 |
| Maximum yield | 8.44% |
| Maximum yield p.a. | 9.08% |
| Sideways yield | 8.44% |
| Sideways yield p.a. | 9.08% |
| Distance to Cap | 3.91 |
| Distance to Cap in % | 16.09% |
| Is Cap Level reached | No |
| Distance to Barrier | 14.105 |
| Distance to Barrier in % | 58.05% |
| Is Barrier reached | No |
market maker quality Date: 14/11/2024
| Average Spread | 0.49% |
| Last Best Bid Price | 102.00 % |
| Last Best Ask Price | 102.50 % |
| 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 | 1,019,520 USD |
| Average Sell Value | 512,262 USD |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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