SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
15.05.24
10:14:00 |
90.30 %
|
90.75 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 89.15 | ||||
Diff. absolute / % | -0.90 | -1.00% |
Last Price | 91.80 | Volume | 3,000 | |
Time | 11:46:21 | Date | 02/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1262477594 |
Valor | 126247759 |
Symbol | SAESJB |
Barrier | 367.38 CHF |
Cap | 565.20 CHF |
Quotation in percent | Yes |
Coupon p.a. | 7.10% |
Coupon Premium | 5.24% |
Coupon Yield | 1.86% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (Lonza Group N - 17/10/2023) |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 13/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Sideways yield p.a. | - |
Distance to Cap | -57.8 |
Distance to Cap in % | -11.39% |
Is Cap Level reached | No |
Distance to Barrier | 9.91999 |
Distance to Barrier in % | 2.63% |
Is Barrier reached | Yes |
Average Spread | 0.50% |
Last Best Bid Price | 88.70 % |
Last Best Ask Price | 89.15 % |
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 | 445,613 CHF |
Average Sell Value | 447,863 CHF |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |