SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.05.24
08:11:00 |
100.50 %
|
101.00 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 100.50 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1304898005 |
Valor | 130489800 |
Symbol | FACRJB |
Barrier | 210.91 USD |
Cap | 383.47 USD |
Quotation in percent | Yes |
Coupon p.a. | 8.65% |
Coupon Premium | 3.59% |
Coupon Yield | 5.06% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 21/12/2023 |
Date of maturity | 23/12/2024 |
Last trading day | 16/12/2024 |
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) | 101.0000 |
Maximum yield | 4.14% |
Maximum yield p.a. | 6.84% |
Sideways yield | 4.14% |
Sideways yield p.a. | 6.84% |
Distance to Cap | 82.55 |
Distance to Cap in % | 17.71% |
Is Cap Level reached | No |
Distance to Barrier | 255.111 |
Distance to Barrier in % | 54.74% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.50 % |
Last Best Ask Price | 101.00 % |
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 | 1,005,050 USD |
Average Sell Value | 505,023 USD |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |