SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
08:03:00 |
99.85 %
|
100.35 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 100.35 | ||||
Diff. absolute / % | -0.05 | -0.05% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262481356 |
Valor | 126248135 |
Symbol | FBBIJB |
Barrier | 102.51 USD |
Cap | 146.44 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.95% |
Coupon Premium | 2.86% |
Coupon Yield | 5.09% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 15/06/2023 |
Date of maturity | 17/06/2024 |
Last trading day | 10/06/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 100.3500 |
Maximum yield | 0.31% |
Maximum yield p.a. | 3.69% |
Sideways yield | 0.31% |
Sideways yield p.a. | 3.69% |
Distance to Cap | 21.42 |
Distance to Cap in % | 12.76% |
Is Cap Level reached | No |
Distance to Barrier | 65.352 |
Distance to Barrier in % | 38.93% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.85 % |
Last Best Ask Price | 100.35 % |
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 | 998,500 USD |
Average Sell Value | 501,750 USD |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |