Login
Barrier Reverse Convertible
Symbol:
FAUWJB
ISIN:
CH1304898294
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
08:03:00 |
|
101.75 %
|
102.25 %
|
USD |
| Volume |
1.00 m.
|
500,000
|
nominal | |
Performance
| Closing prev. day | 101.75 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1304898294 |
| Valor | 130489829 |
| Symbol | FAUWJB |
| Barrier | 108.49 USD |
| Cap | 166.91 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 9.10% |
| Coupon Premium | 4.27% |
| Coupon Yield | 4.83% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 25/01/2024 |
| Date of maturity | 28/01/2025 |
| Last trading day | 21/01/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Texas Instruments Inc. |
| ISIN | US8825081040 |
| Price |
178.99 EUR
|
| Date | 17/05/24 10:21 |
| Ratio | 0.16691 |
| Cap | 166.91 USD |
| Barrier | 108.492 USD |
Key data
| Ask Price (basis for calculation) | 102.2500 |
| Maximum yield | 3.93% |
| Maximum yield p.a. | 5.61% |
| Sideways yield | 3.93% |
| Sideways yield p.a. | 5.61% |
| Distance to Cap | 28.08 |
| Distance to Cap in % | 14.40% |
| Is Cap Level reached | No |
| Distance to Barrier | 86.4985 |
| Distance to Barrier in % | 44.36% |
| Is Barrier reached | No |
market maker quality Date: 16/05/2024
| 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 | 1,017,330 USD |
| Average Sell Value | 511,166 USD |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)