SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 101.11 | ||||
Diff. absolute / % | 0.22 | +0.22% |
Last Price | 101.10 | Volume | 10,000 | |
Time | 14:47:10 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1283778335 |
Valor | 128377833 |
Symbol | 0870BC |
Barrier | 96.87 USD |
Cap | 193.73 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 1.69% |
Coupon Yield | 5.31% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 25/07/2023 |
Date of maturity | 25/07/2024 |
Last trading day | 18/07/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Banque Cantonale Vaudoise |
Ask Price (basis for calculation) | 102.1300 |
Maximum yield | -0.35% |
Maximum yield p.a. | -14.33% |
Sideways yield | -0.35% |
Sideways yield p.a. | -14.33% |
Distance to Cap | 39.76 |
Distance to Cap in % | 17.03% |
Is Cap Level reached | No |
Distance to Barrier | 136.625 |
Distance to Barrier in % | 58.51% |
Is Barrier reached | No |
Average Spread | 0.79% |
Last Best Bid Price | 101.11 % |
Last Best Ask Price | 101.91 % |
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 | 60,666 USD |
Average Sell Value | 61,146 USD |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |