Autocallable Multi Barrier Reverse Convertible

Symbol: 0871BC
ISIN: CH1284550063
Issuer:
Banque Cantonale Vaudoise
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 93.56
Diff. absolute / % -1.19 -1.25%

Determined prices

Last Price 93.56 Volume 20,000
Time 14:45:30 Date 22/11/2024

More Product Information

Core Data

Name Autocallable Multi Barrier Reverse Convertible
ISIN CH1284550063
Valor 128455006
Symbol 0871BC
Quotation in percent Yes
Coupon p.a. 6.65%
Coupon Premium 4.78%
Coupon Yield 1.87%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 04/08/2023
Date of maturity 04/02/2025
Last trading day 28/01/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 94.5000
Maximum yield 7.62%
Maximum yield p.a. 37.61%
Sideways yield 7.62%
Sideways yield p.a. 37.61%

market maker quality Date: 20/11/2024

Average Spread 0.79%
Last Best Bid Price 94.38 %
Last Best Ask Price 95.13 %
Last Best Bid Volume 60,000
Last Best Ask Volume 60,000
Average Buy Volume 45,556
Average Sell Volume 60,000
Average Buy Value 43,161 CHF
Average Sell Value 57,323 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Novartis AG Roche AG
ISIN CH0038863350 CH0012005267 CH0012032048
Price 76.00 CHF 93.68 CHF 254.30 CHF
Date 22/11/24 17:30 22/11/24 17:30 22/11/24 17:30
Cap 107.36 CHF 85.4969 CHF 269.40 CHF
Distance to Cap -31.14 8.2731 -14.9
Distance to Cap in % -40.86% 8.82% -5.85%
Is Cap Level reached No No No
Barrier 69.784 CHF 55.573 CHF 175.11 CHF
Distance to Barrier 6.436 38.197 79.39
Distance to Barrier in % 8.44% 40.73% 31.19%
Is Barrier reached No No No

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