SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
10:59:00 |
101.20 %
|
101.70 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 101.15 | ||||
Diff. absolute / % | 0.05 | +0.05% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1298361036 |
Valor | 129836103 |
Symbol | FBFRJB |
Barrier | 117.20 USD |
Cap | 146.50 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.00% |
Coupon Premium | 2.85% |
Coupon Yield | 5.15% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 14/12/2023 |
Date of maturity | 16/12/2024 |
Last trading day | 09/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 101.7000 |
Maximum yield | 2.82% |
Maximum yield p.a. | 4.84% |
Sideways yield | 2.82% |
Sideways yield p.a. | 4.84% |
Distance to Cap | 21.36 |
Distance to Cap in % | 12.72% |
Is Cap Level reached | No |
Distance to Barrier | 50.66 |
Distance to Barrier in % | 30.18% |
Is Barrier reached | No |
Average Spread | 0.49% |
Last Best Bid Price | 101.15 % |
Last Best Ask Price | 101.65 % |
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 | 1,011,210 USD |
Average Sell Value | 508,104 USD |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |