SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
24.05.24
13:14:00 |
99.95 %
|
100.45 %
|
CHF | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 100.30 | ||||
Diff. absolute / % | -0.40 | -0.40% |
Last Price | 93.65 | Volume | 150,000 | |
Time | 15:34:35 | Date | 17/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1321212701 |
Valor | 132121270 |
Symbol | SBFYJB |
Barrier | 25.40 CHF |
Cap | 36.28 CHF |
Quotation in percent | Yes |
Coupon p.a. | 8.90% |
Coupon Premium | 7.49% |
Coupon Yield | 1.41% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/02/2024 |
Date of maturity | 20/02/2025 |
Last trading day | 13/02/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 100.3500 |
Maximum yield | 6.12% |
Maximum yield p.a. | 8.21% |
Sideways yield | 6.12% |
Sideways yield p.a. | 8.21% |
Distance to Cap | -0.44 |
Distance to Cap in % | -1.23% |
Is Cap Level reached | No |
Distance to Barrier | 10.444 |
Distance to Barrier in % | 29.14% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.30 % |
Last Best Ask Price | 100.80 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 500,735 CHF |
Average Sell Value | 503,235 CHF |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |