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Callable Multi Barrier Reverse Convertible
Symbol:
0987BC
ISIN:
CH1374284730
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 | 100.15 | ||||
| Diff. absolute / % | 0.08 | +0.08% | |||
Determined prices
| Last Price | 100.15 | Volume | 60,000 | |
| Time | 14:14:31 | Date | 21/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1374284730 |
| Valor | 137428473 |
| Symbol | 0987BC |
| Quotation in percent | Yes |
| Coupon p.a. | 6.55% |
| Coupon Premium | 5.86% |
| Coupon Yield | 0.69% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/08/2024 |
| Date of maturity | 21/08/2026 |
| Last trading day | 17/08/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Exempt qualified index |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 100.5100 |
| Maximum yield | 10.90% |
| Maximum yield p.a. | 6.24% |
| Sideways yield | 10.90% |
| Sideways yield p.a. | 6.24% |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 99.35 % |
| Last Best Ask Price | 100.14 % |
| 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 | 59,712 CHF |
| Average Sell Value | 60,186 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | SMI | EURO STOXX 50 Index | Nikkei 225 Index | S&P 500 Index |
| ISIN | CH0009980894 | EU0009658145 | JP9010C00002 | US78378X1072 |
| Price |
11,730.906 Points
|
4,797.4624 Points
|
38,581.37 Points
|
5,966.092 Points
|
| Date | 22/11/24 22:00 | 22/11/24 22:00 | 22/11/24 22:00 | 22/11/24 22:00 |
| Cap | 12,150.20 CHF | 4,807.77 EUR | 36,726.60 JPY | 5,543.22 USD |
| Distance to Cap | -417.47 | -51.9399 | 1299.53 | 413.04 |
| Distance to Cap in % | -3.56% | -1.09% | 3.42% | 6.93% |
| Is Cap Level reached | No | No | No | No |
| Barrier | 7,168.63 CHF | 2,836.58 EUR | 21,668.70 JPY | 3,270.50 USD |
| Distance to Barrier | 4564.12 | 1919.25 | 16357.5 | 2685.76 |
| Distance to Barrier in % | 38.90% | 40.36% | 43.02% | 45.09% |
| Is Barrier reached | No | No | No | No |
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