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Barrier Reverse Convertible
Symbol:
1002BC
ISIN:
CH1387285047
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 | 102.57 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | 101.41 | Volume | 10,000 | |
| Time | 10:40:34 | Date | 06/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1387285047 |
| Valor | 138728504 |
| Symbol | 1002BC |
| Barrier | 67.41 USD |
| Cap | 134.81 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 13.20% |
| Coupon Premium | 12.68% |
| Coupon Yield | 0.52% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 17/10/2024 |
| Date of maturity | 17/04/2026 |
| Last trading day | 10/04/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
136.33 EUR
|
| Date | 22/11/24 22:50 |
| Ratio | 0.13481 |
| Cap | 134.81 USD |
| Barrier | 67.405 USD |
Key data
| Ask Price (basis for calculation) | 102.8100 |
| Maximum yield | 16.51% |
| Maximum yield p.a. | 11.79% |
| Sideways yield | 16.51% |
| Sideways yield p.a. | 11.79% |
| Distance to Cap | 8.86 |
| Distance to Cap in % | 6.17% |
| Is Cap Level reached | No |
| Distance to Barrier | 76.265 |
| Distance to Barrier in % | 53.08% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 102.08 % |
| Last Best Ask Price | 102.89 % |
| 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 | 61,103 CHF |
| Average Sell Value | 61,589 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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