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Barrier Reverse Convertible
Symbol:
FAOXJB
ISIN:
CH1262481224
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
06.05.24
14:14:00 |
|
100.25 %
|
100.75 %
|
EUR |
| Volume |
1.00 m.
|
500,000
|
nominal | |
Performance
| Closing prev. day | 100.75 | ||||
| Diff. absolute / % | -0.55 | -0.55% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1262481224 |
| Valor | 126248122 |
| Symbol | FAOXJB |
| Barrier | 35.41 EUR |
| Cap | 54.47 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 9.80% |
| Coupon Premium | 6.13% |
| Coupon Yield | 3.67% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 08/06/2023 |
| Date of maturity | 10/06/2024 |
| Last trading day | 03/06/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | BNP Paribas S.A. |
| ISIN | FR0000131104 |
| Price |
68.255 EUR
|
| Date | 06/05/24 14:30 |
| Ratio | 0.05447 |
| Cap | 54.47 EUR |
| Barrier | 35.4055 EUR |
Key data
| Ask Price (basis for calculation) | 100.7000 |
| Maximum yield | 0.23% |
| Maximum yield p.a. | 2.39% |
| Sideways yield | 0.23% |
| Sideways yield p.a. | 2.39% |
| Distance to Cap | 13.17 |
| Distance to Cap in % | 19.47% |
| Is Cap Level reached | No |
| Distance to Barrier | 32.2345 |
| Distance to Barrier in % | 47.66% |
| Is Barrier reached | No |
market maker quality Date: 03/05/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 100.25 % |
| Last Best Ask Price | 100.75 % |
| 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 | 1,002,140 EUR |
| Average Sell Value | 503,568 EUR |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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