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Callable Barrier Reverse Convertible
Symbol:
FACAJB
ISIN:
CH1266859896
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 57.00 | ||||
| Diff. absolute / % | -0.10 | -0.18% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1266859896 |
| Valor | 126685989 |
| Symbol | FACAJB |
| Barrier | 35.36 EUR |
| Cap | 50.51 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 8.95% |
| Coupon Premium | 5.05% |
| Coupon Yield | 3.90% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Bayer AG - 20/11/2023) |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 06/07/2023 |
| Date of maturity | 08/07/2024 |
| Last trading day | 01/07/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Bayer AG |
| ISIN | DE000BAY0017 |
| Price |
28.15 EUR
|
| Date | 03/05/24 23:01 |
| Ratio | 0.05051 |
| Cap | 50.51 EUR |
| Barrier | 35.357 EUR |
Key data
| Ask Price (basis for calculation) | 57.2000 |
| Maximum yield | 76.73% |
| Maximum yield p.a. | 424.33% |
| Sideways yield | 0.19% |
| Sideways yield p.a. | 1.05% |
| Distance to Cap | -22.38 |
| Distance to Cap in % | -79.56% |
| Is Cap Level reached | No |
| Distance to Barrier | 6.093 |
| Distance to Barrier in % | 14.70% |
| Is Barrier reached | Yes |
market maker quality Date: 02/05/2024
| Average Spread | 0.52% |
| Last Best Bid Price | 57.00 % |
| Last Best Ask Price | 57.30 % |
| 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 | 576,415 EUR |
| Average Sell Value | 289,708 EUR |
| Spreads Availability Ratio | 99.37% |
| Quote Availability | 99.37% |
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