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Barrier Reverse Convertible
Symbol:
0913BC
ISIN:
CH1324939805
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 | 96.66 | ||||
| Diff. absolute / % | 2.30 | +2.45% | |||
Determined prices
| Last Price | 96.66 | Volume | 20,000 | |
| Time | 10:04:17 | Date | 22/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1324939805 |
| Valor | 132493980 |
| Symbol | 0913BC |
| Quotation in percent | Yes |
| Coupon p.a. | 12.55% |
| Coupon Premium | 11.18% |
| Coupon Yield | 1.37% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 31/01/2024 |
| Date of maturity | 31/01/2025 |
| Last trading day | 27/01/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 96.6600 |
| Maximum yield | 6.74% |
| Maximum yield p.a. | 35.12% |
| Sideways yield | 6.74% |
| Sideways yield p.a. | 35.12% |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 93.86 % |
| Last Best Ask Price | 94.60 % |
| 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 | 56,137 CHF |
| Average Sell Value | 56,582 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Halliburton Co. | Schlumberger Ltd. | Baker Hughes Co |
| ISIN | US4062161017 | AN8068571086 | US05722G1004 |
| Price |
30.66 EUR
|
42.50 EUR
|
42.38 EUR
|
| Date | 22/11/24 22:59 | 22/11/24 22:59 | 22/11/24 22:59 |
| Cap | 37.00 USD | 52.47 USD | 30.30 USD |
| Distance to Cap | -5.005 | -7.995 | 14.31 |
| Distance to Cap in % | -15.64% | -17.98% | 32.08% |
| Is Cap Level reached | No | No | No |
| Barrier | 27.75 USD | 39.3525 USD | 22.725 USD |
| Distance to Barrier | 4.245 | 5.1225 | 21.885 |
| Distance to Barrier in % | 13.27% | 11.52% | 49.06% |
| Is Barrier reached | No | No | No |
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