SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.75 | ||||
Diff. absolute / % | -0.40 | -0.40% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1292535858 |
Valor | 129253585 |
Symbol | FAYFJB |
Barrier | 67.81 USD |
Cap | 113.02 USD |
Quotation in percent | Yes |
Coupon p.a. | 9.10% |
Coupon Premium | 3.67% |
Coupon Yield | 5.43% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 26/10/2023 |
Date of maturity | 28/10/2024 |
Last trading day | 21/10/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 100.8500 |
Maximum yield | 0.60% |
Maximum yield p.a. | 3.69% |
Sideways yield | 0.60% |
Sideways yield p.a. | 3.69% |
Distance to Cap | 4.01 |
Distance to Cap in % | 3.43% |
Is Cap Level reached | No |
Distance to Barrier | 49.218 |
Distance to Barrier in % | 42.06% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.35 % |
Last Best Ask Price | 100.85 % |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 1,003,500 USD |
Average Sell Value | 504,250 USD |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |