SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
14:08:00 |
85.10 %
|
85.55 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 84.90 | ||||
Diff. absolute / % | 0.25 | +0.29% |
Last Price | 81.05 | Volume | 6,000 | |
Time | 11:21:58 | Date | 29/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1250036956 |
Valor | 125003695 |
Symbol | SBLSJB |
Barrier | 225.52 CHF |
Cap | 281.90 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.90% |
Coupon Premium | 5.28% |
Coupon Yield | 1.62% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (Roche AG - 08/02/2024) |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/02/2023 |
Date of maturity | 28/08/2024 |
Last trading day | 21/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 85.8500 |
Maximum yield | 18.43% |
Maximum yield p.a. | 65.31% |
Sideways yield | 0.11% |
Sideways yield p.a. | 0.40% |
Distance to Cap | -45.2 |
Distance to Cap in % | -19.10% |
Is Cap Level reached | No |
Distance to Barrier | 1.08001 |
Distance to Barrier in % | 0.48% |
Is Barrier reached | Yes |
Average Spread | 0.52% |
Last Best Bid Price | 84.90 % |
Last Best Ask Price | 85.35 % |
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 | 425,272 CHF |
Average Sell Value | 427,489 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |