SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
26.11.24
15:33:00 |
100.00 %
|
100.50 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 100.50 | ||||
Diff. absolute / % | -0.50 | -0.50% |
Last Price | 100.85 | Volume | 18,000 | |
Time | 12:09:56 | Date | 24/10/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1304894772 |
Valor | 130489477 |
Symbol | SABYJB |
Barrier | 431.29 CHF |
Cap | 507.40 CHF |
Quotation in percent | Yes |
Coupon p.a. | 5.60% |
Coupon Premium | 4.17% |
Coupon Yield | 1.43% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/12/2023 |
Date of maturity | 30/12/2024 |
Last trading day | 19/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 100.5000 |
Maximum yield | 0.02% |
Maximum yield p.a. | 0.23% |
Sideways yield | 0.02% |
Sideways yield p.a. | 0.23% |
Distance to Cap | -1.4 |
Distance to Cap in % | -0.28% |
Is Cap Level reached | No |
Distance to Barrier | 74.71 |
Distance to Barrier in % | 14.76% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.05 % |
Last Best Ask Price | 100.55 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 500,138 CHF |
Average Sell Value | 502,638 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |