Callable Multi Barrier Reverse Convertible

Termsheet  
Symbol: 0791BC
Underlyings: Companie Financière Richemont SA / Nestlé N / Novartis N / Roche GS
ISIN: CH1206694197
Issuer:
Banque Cantonale Vaudoise
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
02.05.24
14:20:00
101.50 %
102.31 %
CHF
Volume
60,000
60,000
nominal

Performance

Closing prev. day 101.49
Diff. absolute / % 0.01 +0.01%

Determined prices

Last Price 101.23 Volume 20,000
Time 14:57:18 Date 24/04/2024

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1206694197
Valor 120669419
Symbol 0791BC
Quotation in percent Yes
Coupon p.a. 9.20%
Coupon Premium 8.57%
Coupon Yield 0.63%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/08/2022
Date of maturity 19/08/2024
Last trading day 12/08/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 102.3800
Maximum yield 2.19%
Maximum yield p.a. 7.34%
Sideways yield 2.19%
Sideways yield p.a. 7.34%

market maker quality Date: 30/04/2024

Average Spread 0.79%
Last Best Bid Price 101.49 %
Last Best Ask Price 102.29 %
Last Best Bid Volume 60,000
Last Best Ask Volume 60,000
Average Buy Volume 60,000
Average Sell Volume 60,000
Average Buy Value 60,896 CHF
Average Sell Value 61,378 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Novartis AG Compagnie Financière Richemont SA Roche AG
ISIN CH0038863350 CH0012005267 CH0210483332 CH0012032048
Price 91.4400 CHF 88.76 CHF 128.25 CHF 218.00 CHF
Date 02/05/24 14:42 02/05/24 14:41 02/05/24 14:41 02/05/24 14:41
Cap 114.34 CHF 78.1645 CHF 111.483 CHF 316.95 CHF
Distance to Cap -22.64 10.8555 17.3173 -97.75
Distance to Cap in % -24.69% 12.19% 13.45% -44.59%
Is Cap Level reached No No No No
Barrier 57.17 CHF 39.0823 CHF 55.7413 CHF 158.475 CHF
Distance to Barrier 34.53 49.9377 73.0587 60.725
Distance to Barrier in % 37.66% 56.10% 56.72% 27.70%
Is Barrier reached No No No No

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