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Barrier Reverse Convertible
Symbol:
0992BC
ISIN:
CH1377495275
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
30.04.25
08:56:00 |
|
101.90 %
|
102.71 %
|
EUR |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 101.75 | ||||
| Diff. absolute / % | 0.15 | +0.15% | |||
Determined prices
| Last Price | 99.95 | Volume | 20,000 | |
| Time | 09:56:55 | Date | 04/03/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1377495275 |
| Valor | 137749527 |
| Symbol | 0992BC |
| Quotation in percent | Yes |
| Coupon p.a. | 12.50% |
| Coupon Premium | 9.58% |
| Coupon Yield | 2.92% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | Euro |
| 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 | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 102.4900 |
| Maximum yield | 3.67% |
| Maximum yield p.a. | 11.35% |
| Sideways yield | 3.67% |
| Sideways yield p.a. | 11.35% |
market maker quality Date: 29/04/2025
| Average Spread | 0.79% |
| Last Best Bid Price | 101.75 % |
| Last Best Ask Price | 102.56 % |
| 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 | 61,049 EUR |
| Average Sell Value | 61,535 EUR |
| 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 |
33.93 EUR
|
15.2075 EUR
|
32.245 EUR
|
| Date | 30/04/25 13:38 | 30/04/25 13:38 | 30/04/25 13:37 |
| Cap | 31.37 EUR | 12.245 EUR | 28.71 EUR |
| Distance to Cap | 2.22 | 2.9 | 2.55 |
| Distance to Cap in % | 6.61% | 19.15% | 8.16% |
| Is Cap Level reached | No | No | No |
| Barrier | 23.5275 EUR | 9.1838 EUR | 21.5325 EUR |
| Distance to Barrier | 10.0625 | 5.9612 | 9.7275 |
| Distance to Barrier in % | 29.96% | 39.36% | 31.12% |
| Is Barrier reached | No | No | No |
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