SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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17.06.24
08:04:00 |
![]() |
99.90 %
|
100.40 %
|
USD |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 100.40 | ||||
Diff. absolute / % | -0.50 | -0.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1266859920 |
Valor | 126685992 |
Symbol | FAFQJB |
Barrier | 53.50 USD |
Cap | 107.00 USD |
Quotation in percent | Yes |
Coupon p.a. | 10.60% |
Coupon Premium | 5.28% |
Coupon Yield | 5.32% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
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 |
Ask Price (basis for calculation) | 100.4000 |
Maximum yield | 0.20% |
Maximum yield p.a. | 3.47% |
Sideways yield | 0.20% |
Sideways yield p.a. | 3.47% |
Distance to Cap | -14.92 |
Distance to Cap in % | -16.20% |
Is Cap Level reached | No |
Distance to Barrier | 38.58 |
Distance to Barrier in % | 41.90% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.90 % |
Last Best Ask Price | 100.40 % |
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 | 999,000 USD |
Average Sell Value | 502,000 USD |
Spreads Availability Ratio | 99.35% |
Quote Availability | 99.35% |