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Barrier Reverse Convertible
Symbol:
DFUCBL
ISIN:
CH1276271066
Issuer:
Cornèr Bank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
11:10:00 |
|
100.66 %
|
101.47 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 100.75 | ||||
| Diff. absolute / % | -0.09 | -0.09% | |||
Determined prices
| Last Price | 98.67 | Volume | 10,000 | |
| Time | 13:50:38 | Date | 05/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1276271066 |
| Valor | 127627106 |
| Symbol | DFUCBL |
| Quotation in percent | Yes |
| Coupon p.a. | 8.90% |
| Coupon Premium | 3.46% |
| Coupon Yield | 5.44% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | US Dollar |
| First Trading Date | 06/09/2023 |
| Date of maturity | 06/09/2024 |
| Last trading day | 30/08/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Cornèr Bank |
Key data
| Ask Price (basis for calculation) | 101.6800 |
| Maximum yield | 2.75% |
| Maximum yield p.a. | 8.96% |
| Sideways yield | 2.75% |
| Sideways yield p.a. | 8.96% |
market maker quality Date: 16/05/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 100.75 % |
| Last Best Ask Price | 101.56 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 251,398 USD |
| Average Sell Value | 253,423 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Procter & Gamble Co. | Colgate-Palmolive Co. | Estée Lauder Co. Inc. |
| ISIN | US7427181091 | US1941621039 | US5184391044 |
| Price |
154.92 EUR
|
87.24 EUR
|
127.25 EUR
|
| Date | 17/05/24 12:20 | 17/05/24 12:19 | 17/05/24 12:17 |
| Cap | 154.04 USD | 73.85 USD | 163.57 USD |
| Distance to Cap | 13.82 | 20.68 | -25.25 |
| Distance to Cap in % | 8.23% | 21.88% | -18.25% |
| Is Cap Level reached | No | No | No |
| Barrier | 92.42 USD | 44.31 USD | 98.14 USD |
| Distance to Barrier | 75.44 | 50.22 | 40.18 |
| Distance to Barrier in % | 44.94% | 53.13% | 29.05% |
| Is Barrier reached | No | No | No |
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