Callable Multi Barrier Reverse Convertible

Termsheet  
Symbol: VRYLTQ
Underlyings: Compagnie Financière Richemont SA / Nestlé S.A. / Novartis Sandoz Basket / Roche AG / Swatch Group I
ISIN: CH1233006183
Issuer:
Leonteq Securities
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
29.04.24
12:40:00
101.83 %
102.65 %
CHF
Volume
250,000
250,000
nominal

Performance

Closing prev. day 101.62
Diff. absolute / % 0.21 +0.21%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1233006183
Valor 123300618
Symbol VRYLTQ
Quotation in percent Yes
Coupon p.a. 14.00%
Coupon Premium 12.84%
Coupon Yield 1.16%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 12/12/2022
Date of maturity 12/06/2024
Last trading day 03/06/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Key data

Ask Price (basis for calculation) 102.4900
Maximum yield 1.00%
Maximum yield p.a. 8.33%
Sideways yield 1.00%
Sideways yield p.a. 8.33%

market maker quality Date: 26/04/2024

Average Spread 0.80%
Last Best Bid Price 101.62 %
Last Best Ask Price 102.44 %
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 250,000
Average Sell Volume 250,000
Average Buy Value 253,700 CHF
Average Sell Value 255,738 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Compagnie Financière Richemont SA Roche AG Swatch Group I Novartis Sandoz Basket
ISIN CH0038863350 CH0210483332 CH0012032048 CH0012255151 DE000A3EVDT4
Price 92.78 CHF 130.30 CHF 222.80 CHF 195.40 CHF -
Date 29/04/24 12:50 29/04/24 12:52 29/04/24 12:52 29/04/24 12:50 -
Cap 113.00 CHF 121.685 CHF 308.25 CHF 253.70 CHF 84.14 CHF
Distance to Cap -20.44 8.46549 -86.05 -59.4 12.5525
Distance to Cap in % -22.08% 6.50% -38.73% -30.57% 12.98%
Is Cap Level reached No No No No No
Barrier 66.67 CHF 71.7939 CHF 181.87 CHF 149.68 CHF 49.64 CHF
Distance to Barrier 25.89 58.3561 40.33 44.62 47.0525
Distance to Barrier in % 27.97% 44.84% 18.15% 22.96% 48.66%
Is Barrier reached No No No No No

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