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Barrier Reverse Convertible
Symbol:
0998BC
ISIN:
CH1384400045
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
10:08:00 |
|
100.97 %
|
101.77 %
|
CHF |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 101.31 | ||||
| Diff. absolute / % | -0.59 | -0.58% | |||
Determined prices
| Last Price | 99.34 | Volume | 140,000 | |
| Time | 15:47:19 | Date | 02/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1384400045 |
| Valor | 138440004 |
| Symbol | 0998BC |
| Barrier | 28.69 CHF |
| Cap | 44.14 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 6.55% |
| Coupon Premium | 5.96% |
| Coupon Yield | 0.59% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 01/10/2024 |
| Date of maturity | 01/10/2025 |
| Last trading day | 24/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 101.7700 |
| Maximum yield | 4.70% |
| Maximum yield p.a. | 5.48% |
| Sideways yield | 4.70% |
| Sideways yield p.a. | 5.48% |
| Distance to Cap | 5.36 |
| Distance to Cap in % | 10.83% |
| Is Cap Level reached | No |
| Distance to Barrier | 20.809 |
| Distance to Barrier in % | 42.04% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 100.83 % |
| Last Best Ask Price | 101.63 % |
| 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 | 60,553 CHF |
| Average Sell Value | 61,033 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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