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Barrier Reverse Convertible
Symbol:
FACTJB
ISIN:
CH1322551511
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
16:22:00 |
|
99.65 %
|
100.15 %
|
USD |
| Volume |
1.00 m.
|
500,000
|
nominal | |
Performance
| Closing prev. day | 100.40 | ||||
| Diff. absolute / % | -0.85 | -0.85% | |||
Determined prices
| Last Price | 100.40 | Volume | 16,000 | |
| Time | 13:15:29 | Date | 16/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1322551511 |
| Valor | 132255151 |
| Symbol | FACTJB |
| Barrier | 7.45 USD |
| Cap | 14.90 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 10.50% |
| Coupon Premium | 5.40% |
| Coupon Yield | 5.10% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 14/03/2024 |
| Date of maturity | 14/03/2025 |
| Last trading day | 07/03/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | American Airlines Group Inc. |
| ISIN | US02376R1023 |
| Price |
13.185 EUR
|
| Date | 21/05/24 16:37 |
| Ratio | 0.0149 |
| Cap | 14.90 USD |
| Barrier | 7.45 USD |
Key data
| Ask Price (basis for calculation) | 100.3500 |
| Maximum yield | 8.01% |
| Maximum yield p.a. | 9.84% |
| Sideways yield | 8.01% |
| Sideways yield p.a. | 9.84% |
| Distance to Cap | -0.379999 |
| Distance to Cap in % | -2.62% |
| Is Cap Level reached | No |
| Distance to Barrier | 7.07 |
| Distance to Barrier in % | 48.69% |
| Is Barrier reached | No |
market maker quality Date: 17/05/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 100.15 % |
| Last Best Ask Price | 100.65 % |
| 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 | 998,764 USD |
| Average Sell Value | 501,882 USD |
| Spreads Availability Ratio | 98.61% |
| Quote Availability | 98.61% |
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