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Barrier Reverse Convertible
Symbol:
0991BC
ISIN:
CH1377495267
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 | 96.04 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 96.04 | Volume | 10,000 | |
| Time | 14:54:53 | Date | 18/12/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1377495267 |
| Valor | 137749526 |
| Symbol | 0991BC |
| Quotation in percent | Yes |
| Coupon p.a. | 10.20% |
| Coupon Premium | 9.46% |
| Coupon Yield | 0.74% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 26/08/2024 |
| Date of maturity | 26/08/2025 |
| Last trading day | 19/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 96.1300 |
| Maximum yield | 11.98% |
| Maximum yield p.a. | 17.57% |
| Sideways yield | 11.98% |
| Sideways yield p.a. | 17.57% |
market maker quality Date: 19/12/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 95.73 % |
| Last Best Ask Price | 96.49 % |
| 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 | 57,203 CHF |
| Average Sell Value | 57,658 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | RWE AG | E.ON AG | Veolia Environnement S.A. |
| ISIN | DE0007037129 | DE000ENAG999 | FR0000124141 |
| Price |
28.25 EUR
|
11.14 EUR
|
26.93 EUR
|
| Date | 22/12/24 19:03 | 22/12/24 19:03 | 22/12/24 19:02 |
| Cap | 31.37 EUR | 12.245 EUR | 28.71 EUR |
| Distance to Cap | -3.31 | -1.155 | -1.88 |
| Distance to Cap in % | -11.80% | -10.41% | -7.01% |
| Is Cap Level reached | No | No | No |
| Barrier | 23.5275 EUR | 9.1838 EUR | 21.5325 EUR |
| Distance to Barrier | 4.5325 | 1.9062 | 5.2975 |
| Distance to Barrier in % | 16.15% | 17.19% | 19.74% |
| Is Barrier reached | No | No | No |
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