SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
15.05.24
14:06:00 |
99.60 %
|
100.10 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 99.65 | ||||
Diff. absolute / % | -0.05 | -0.05% |
Last Price | 98.90 | Volume | 15,000 | |
Time | 13:23:16 | Date | 25/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1271408630 |
Valor | 127140863 |
Symbol | SAECJB |
Barrier | 96.00 CHF |
Cap | 137.15 CHF |
Quotation in percent | Yes |
Coupon p.a. | 8.55% |
Coupon Premium | 6.65% |
Coupon Yield | 1.90% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 02/08/2023 |
Date of maturity | 02/08/2024 |
Last trading day | 25/07/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 100.1000 |
Maximum yield | 1.71% |
Maximum yield p.a. | 7.89% |
Sideways yield | 1.71% |
Sideways yield p.a. | 7.89% |
Distance to Cap | -1.099 |
Distance to Cap in % | -0.81% |
Is Cap Level reached | No |
Distance to Barrier | 40.0457 |
Distance to Barrier in % | 29.43% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.65 % |
Last Best Ask Price | 100.15 % |
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 | 498,094 CHF |
Average Sell Value | 500,594 CHF |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |