SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.05.24
11:10:00 |
101.20 %
|
101.70 %
|
EUR | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 101.25 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 95.65 | Volume | 40,000 | |
Time | 13:45:16 | Date | 14/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1298360707 |
Valor | 129836070 |
Symbol | FAIXJB |
Barrier | 11.51 EUR |
Cap | 23.02 EUR |
Quotation in percent | Yes |
Coupon p.a. | 13.30% |
Coupon Premium | 9.56% |
Coupon Yield | 3.74% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 23/11/2023 |
Date of maturity | 25/11/2024 |
Last trading day | 18/11/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 101.5500 |
Maximum yield | 5.08% |
Maximum yield p.a. | 9.61% |
Sideways yield | 5.08% |
Sideways yield p.a. | 9.61% |
Distance to Cap | 1.99 |
Distance to Cap in % | 7.96% |
Is Cap Level reached | No |
Distance to Barrier | 13.5 |
Distance to Barrier in % | 53.98% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.90 % |
Last Best Ask Price | 101.40 % |
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 | 1,007,120 EUR |
Average Sell Value | 506,060 EUR |
Spreads Availability Ratio | 97.01% |
Quote Availability | 97.01% |