SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 100.25 | ||||
Diff. absolute / % | 0.05 | +0.05% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1292535791 |
Valor | 129253579 |
Symbol | FAVHJB |
Barrier | 36.66 EUR |
Cap | 45.83 EUR |
Quotation in percent | Yes |
Coupon p.a. | 8.80% |
Coupon Premium | 4.92% |
Coupon Yield | 3.88% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 26/10/2023 |
Date of maturity | 28/10/2024 |
Last trading day | 21/10/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 100.8000 |
Maximum yield | 3.21% |
Maximum yield p.a. | 6.98% |
Sideways yield | 3.21% |
Sideways yield p.a. | 6.98% |
Distance to Cap | 3.92 |
Distance to Cap in % | 7.88% |
Is Cap Level reached | No |
Distance to Barrier | 13.086 |
Distance to Barrier in % | 26.30% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.25 % |
Last Best Ask Price | 100.75 % |
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 | 1,002,170 EUR |
Average Sell Value | 503,585 EUR |
Spreads Availability Ratio | 99.37% |
Quote Availability | 99.37% |