Login
Barrier Reverse Convertible
Symbol:
1006BC
ISIN:
CH1390513401
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 | 99.66 | ||||
| Diff. absolute / % | 0.03 | +0.03% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1390513401 |
| Valor | 139051340 |
| Symbol | 1006BC |
| Quotation in percent | Yes |
| Coupon p.a. | 10.10% |
| Coupon Premium | 5.92% |
| Coupon Yield | 4.18% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 17/10/2024 |
| Date of maturity | 17/10/2025 |
| Last trading day | 09/10/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 100.8700 |
| Maximum yield | 9.15% |
| Maximum yield p.a. | 10.15% |
| Sideways yield | 9.15% |
| Sideways yield p.a. | 10.15% |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 99.05 % |
| Last Best Ask Price | 99.84 % |
| 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 | 59,542 USD |
| Average Sell Value | 60,016 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Caterpillar Inc. | PepsiCo Inc. |
| ISIN | US1491231015 | US7134481081 |
| Price |
381.50 EUR
|
155.40 EUR
|
| Date | 22/11/24 23:00 | 22/11/24 22:59 |
| Cap | 396.19 USD | 172.54 USD |
| Distance to Cap | -5.51001 | -12.04 |
| Distance to Cap in % | -1.41% | -7.50% |
| Is Cap Level reached | No | No |
| Barrier | 237.714 USD | 103.524 USD |
| Distance to Barrier | 152.966 | 56.976 |
| Distance to Barrier in % | 39.15% | 35.50% |
| Is Barrier reached | No | No |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)