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Callable Barrier Reverse Convertible
Symbol:
FABWJB
ISIN:
CH1338339992
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
14:18:00 |
|
96.00 %
|
96.50 %
|
USD |
| Volume |
1.00 m.
|
500,000
|
nominal | |
Performance
| Closing prev. day | 96.50 | ||||
| Diff. absolute / % | -0.45 | -0.47% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1338339992 |
| Valor | 133833999 |
| Symbol | FABWJB |
| Barrier | 23.45 USD |
| Cap | 36.07 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 9.10% |
| Coupon Premium | 4.14% |
| Coupon Yield | 4.96% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 24/05/2024 |
| Date of maturity | 24/11/2025 |
| Last trading day | 17/11/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Kraft Heinz Co. |
| ISIN | US5007541064 |
| Price |
30.545 EUR
|
| Date | 26/11/24 14:43 |
| Ratio | 0.03607 |
| Cap | 36.07 USD |
| Barrier | 23.4455 USD |
Key data
| Ask Price (basis for calculation) | 96.5500 |
| Maximum yield | 12.94% |
| Maximum yield p.a. | 13.01% |
| Sideways yield | 12.94% |
| Sideways yield p.a. | 13.01% |
| Distance to Cap | -4.05 |
| Distance to Cap in % | -12.65% |
| Is Cap Level reached | No |
| Distance to Barrier | 8.5745 |
| Distance to Barrier in % | 26.78% |
| Is Barrier reached | No |
market maker quality Date: 25/11/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 96.50 % |
| Last Best Ask Price | 97.00 % |
| 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 | 960,616 USD |
| Average Sell Value | 482,808 USD |
| Spreads Availability Ratio | 99.38% |
| Quote Availability | 99.38% |
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