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Callable Multi Barrier Reverse Convertible
Symbol:
0954BC
ISIN:
CH1353671907
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 | 97.89 | ||||
| Diff. absolute / % | -0.72 | -0.75% | |||
Determined prices
| Last Price | 95.67 | Volume | 5,000 | |
| Time | 15:42:57 | Date | 21/11/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Multi Barrier Reverse Convertible |
| ISIN | CH1353671907 |
| Valor | 135367190 |
| Symbol | 0954BC |
| Quotation in percent | Yes |
| Coupon p.a. | 16.15% |
| Coupon Premium | 12.73% |
| Coupon Yield | 3.42% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 28/05/2024 |
| Date of maturity | 28/05/2025 |
| Last trading day | 21/05/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 98.3800 |
| Maximum yield | 13.96% |
| Maximum yield p.a. | 27.25% |
| Sideways yield | 13.96% |
| Sideways yield p.a. | 27.25% |
market maker quality Date: 20/11/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 95.63 % |
| Last Best Ask Price | 96.39 % |
| 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 | 57,586 EUR |
| Average Sell Value | 58,042 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | SAP SE | Infineon Technologies AG | ASML Hldg. N.V. |
| ISIN | DE0007164600 | DE0006231004 | NL0010273215 |
| Price |
227.175 EUR
|
29.95 EUR
|
646.05 EUR
|
| Date | 23/11/24 10:03 | 23/11/24 10:03 | 23/11/24 10:03 |
| Cap | 180.000 EUR | 36.35 EUR | 853.70 EUR |
| Distance to Cap | 45.5 | -6.52 | -222.2 |
| Distance to Cap in % | 20.18% | -21.86% | -35.19% |
| Is Cap Level reached | No | No | No |
| Barrier | 100.692 EUR | 20.3342 EUR | 477.56 EUR |
| Distance to Barrier | 124.808 | 9.4958 | 153.94 |
| Distance to Barrier in % | 55.35% | 31.83% | 24.38% |
| Is Barrier reached | No | No | No |
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