Callable Multi Barrier Reverse Convertible

Symbol: 0994BC
ISIN: CH1377875351
Issuer:
Banque Cantonale Vaudoise

Chart

    
Bid 74.52
    
Ask 75.11
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:30737475767778

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 76.37
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 69.02 Volume 5,000
Time 15:35:35 Date 17/04/2025

More Product Information

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1377875351
Valor 137787535
Symbol 0994BC
Quotation in percent Yes
Coupon p.a. 10.00%
Coupon Premium 9.35%
Coupon Yield 0.65%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Clariant AG - 07/04/2025)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/09/2024
Date of maturity 10/03/2026
Last trading day 03/03/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 71.1600
Maximum yield 54.52%
Maximum yield p.a. 63.38%
Sideways yield 9.13%
Sideways yield p.a. 10.61%

market maker quality Date: 29/04/2025

Average Spread 0.79%
Last Best Bid Price 76.37 %
Last Best Ask Price 76.98 %
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 46,121 CHF
Average Sell Value 46,486 CHF
Spreads Availability Ratio 99.39%
Quote Availability 99.39%

Underlyings

Name Clariant AG Lonza Group N SIG Group N
ISIN CH0012142631 CH0013841017 CH0435377954
Price 9.19 CHF 588.60 CHF 15.91 CHF
Date 30/04/25 17:30 30/04/25 17:30 30/04/25 17:30
Cap 12.97 CHF 543.00 CHF 17.46 CHF
Distance to Cap -4.23 37.6 -2.08
Distance to Cap in % -48.40% 6.48% -13.52%
Is Cap Level reached No No No
Barrier 7.1335 CHF 298.65 CHF 9.603 CHF
Distance to Barrier 0.5115 281.95 5.777
Distance to Barrier in % 6.69% 48.56% 37.56%
Is Barrier reached Yes No No

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