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Barrier Reverse Convertible
Symbol:
0933BC
ISIN:
CH1337642115
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 | 102.87 | ||||
| Diff. absolute / % | -0.56 | -0.54% | |||
Determined prices
| Last Price | 101.51 | Volume | 15,000 | |
| Time | 09:18:03 | Date | 18/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1337642115 |
| Valor | 133764211 |
| Symbol | 0933BC |
| Barrier | 45.18 USD |
| Cap | 90.36 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 12.80% |
| Coupon Premium | 11.71% |
| Coupon Yield | 1.09% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/04/2024 |
| Date of maturity | 10/10/2025 |
| Last trading day | 29/09/2025 |
| 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 |
116.47 EUR
|
| Date | 16/07/24 17:56 |
| Ratio | 0.090356 |
| Cap | 90.356 USD |
| Barrier | 45.178 USD |
Key data
| Ask Price (basis for calculation) | 103.2600 |
| Maximum yield | 12.35% |
| Maximum yield p.a. | 10.00% |
| Sideways yield | 12.35% |
| Sideways yield p.a. | 10.00% |
| Distance to Cap | 34.904 |
| Distance to Cap in % | 27.87% |
| Is Cap Level reached | No |
| Distance to Barrier | 80.262 |
| Distance to Barrier in % | 63.98% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 102.40 % |
| Last Best Ask Price | 103.21 % |
| 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 | 61,440 CHF |
| Average Sell Value | 61,926 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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