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Callable Multi Barrier Reverse Convertible
Symbol:
0922BC
ISIN:
CH1331400940
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 | 91.73 | ||||
| Diff. absolute / % | -0.13 | -0.14% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1331400940 |
| Valor | 133140094 |
| Symbol | 0922BC |
| Quotation in percent | Yes |
| Coupon p.a. | 8.35% |
| Coupon Premium | 7.23% |
| Coupon Yield | 1.12% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/03/2024 |
| Date of maturity | 13/03/2026 |
| Last trading day | 09/03/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 92.5600 |
| Maximum yield | 21.57% |
| Maximum yield p.a. | 16.54% |
| Sideways yield | 21.57% |
| Sideways yield p.a. | 16.54% |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 91.14 % |
| Last Best Ask Price | 91.86 % |
| 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 | 55,033 CHF |
| Average Sell Value | 55,470 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | ABB | Microsoft Corp. | Capgemini S.A. |
| ISIN | CH0012221716 | US5949181045 | FR0000125338 |
| Price | 50.1600 CHF |
400.475 EUR
|
155.125 EUR
|
| Date | 22/11/24 17:30 | 22/11/24 21:59 | 23/11/24 09:54 |
| Cap | 40.84 CHF | 409.14 USD | 226.80 EUR |
| Distance to Cap | 9.38 | 4.02 | -73.55 |
| Distance to Cap in % | 18.68% | 0.97% | -47.99% |
| Is Cap Level reached | No | No | No |
| Barrier | 20.42 CHF | 204.57 USD | 113.40 EUR |
| Distance to Barrier | 29.8 | 208.59 | 39.85 |
| Distance to Barrier in % | 59.34% | 50.49% | 26.00% |
| Is Barrier reached | No | No | No |
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