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Autocallable Multi Barrier Reverse Convertible
Symbol:
0864BC
ISIN:
CH1270251684
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 | 102.07 | ||||
| Diff. absolute / % | 0.21 | +0.21% | |||
Determined prices
| Last Price | 101.63 | Volume | 15,000 | |
| Time | 15:18:12 | Date | 18/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Autocallable Multi Barrier Reverse Convertible |
| ISIN | CH1270251684 |
| Valor | 127025168 |
| Symbol | 0864BC |
| Quotation in percent | Yes |
| Coupon p.a. | 10.80% |
| Coupon Premium | 8.91% |
| Coupon Yield | 1.89% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2023 |
| Date of maturity | 02/12/2024 |
| Last trading day | 26/11/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 103.0300 |
| Maximum yield | -0.28% |
| Maximum yield p.a. | -10.12% |
| Sideways yield | -0.28% |
| Sideways yield p.a. | -10.12% |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 101.86 % |
| Last Best Ask Price | 102.67 % |
| Last Best Bid Volume | 80,000 |
| Last Best Ask Volume | 80,000 |
| Average Buy Volume | 80,000 |
| Average Sell Volume | 80,000 |
| Average Buy Value | 81,497 CHF |
| Average Sell Value | 82,145 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Compagnie Financière Richemont SA | LVMH Moet Hennessy Louis Vuitton | Swatch Group I |
| ISIN | CH0210483332 | FR0000121014 | CH0012255151 |
| Price | 118.5500 CHF |
580.45 EUR
|
159.50 CHF |
| Date | 22/11/24 17:30 | 22/11/24 22:58 | 22/11/24 17:30 |
| Cap | 148.40 CHF | 843.50 EUR | 282.30 CHF |
| Distance to Cap | -28.8005 | -268.6 | -121.65 |
| Distance to Cap in % | -24.08% | -46.72% | -75.72% |
| Is Cap Level reached | No | No | No |
| Barrier | 74.2003 CHF | 421.75 EUR | 141.15 CHF |
| Distance to Barrier | 45.3997 | 153.15 | 19.5 |
| Distance to Barrier in % | 37.96% | 26.64% | 12.14% |
| Is Barrier reached | No | No | No |
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