SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
24.05.24
11:20:00 |
101.70 %
|
102.20 %
|
EUR | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 101.90 | ||||
Diff. absolute / % | -0.20 | -0.20% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1298360780 |
Valor | 129836078 |
Symbol | FAUFJB |
Barrier | 5.56 EUR |
Cap | 11.13 EUR |
Quotation in percent | Yes |
Coupon p.a. | 9.15% |
Coupon Premium | 5.44% |
Coupon Yield | 3.71% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 30/11/2023 |
Date of maturity | 02/12/2024 |
Last trading day | 25/11/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 102.1500 |
Maximum yield | 2.50% |
Maximum yield p.a. | 4.75% |
Sideways yield | 2.50% |
Sideways yield p.a. | 4.75% |
Distance to Cap | 4.445 |
Distance to Cap in % | 28.55% |
Is Cap Level reached | No |
Distance to Barrier | 10.0075 |
Distance to Barrier in % | 64.27% |
Is Barrier reached | No |
Average Spread | 0.49% |
Last Best Bid Price | 101.75 % |
Last Best Ask Price | 102.25 % |
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 | 1,017,120 EUR |
Average Sell Value | 511,062 EUR |
Spreads Availability Ratio | 95.51% |
Quote Availability | 95.51% |