SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
14:54:00 |
99.95 %
|
100.45 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 99.95 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1311056100 |
Valor | 131105610 |
Symbol | FASYJB |
Barrier | 27.31 USD |
Cap | 36.41 USD |
Quotation in percent | Yes |
Coupon p.a. | 9.45% |
Coupon Premium | 4.43% |
Coupon Yield | 5.02% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 29/02/2024 |
Date of maturity | 03/03/2025 |
Last trading day | 24/02/2025 |
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) | 100.4000 |
Maximum yield | 6.94% |
Maximum yield p.a. | 8.74% |
Sideways yield | 6.94% |
Sideways yield p.a. | 8.74% |
Distance to Cap | -0.349999 |
Distance to Cap in % | -0.97% |
Is Cap Level reached | No |
Distance to Barrier | 8.7525 |
Distance to Barrier in % | 24.27% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.80 % |
Last Best Ask Price | 100.30 % |
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 | 997,525 USD |
Average Sell Value | 501,263 USD |
Spreads Availability Ratio | 88.96% |
Quote Availability | 88.96% |