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Callable Barrier Reverse Convertible
Symbol:
FAUTJB
ISIN:
CH1266860092
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 | 99.00 | ||||
| Diff. absolute / % | 0.30 | +0.30% | |||
Determined prices
| Last Price | 99.70 | Volume | 40,000 | |
| Time | 17:02:51 | Date | 29/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1266860092 |
| Valor | 126686009 |
| Symbol | FAUTJB |
| Barrier | 28.32 EUR |
| Cap | 43.58 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 8.65% |
| Coupon Premium | 4.69% |
| Coupon Yield | 3.96% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 13/07/2023 |
| Date of maturity | 15/07/2024 |
| Last trading day | 08/07/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | DHL GROUP |
| ISIN | DE0005552004 |
| Price |
39.72 EUR
|
| Date | 02/05/24 23:00 |
| Ratio | 0.043575 |
| Cap | 43.575 EUR |
| Barrier | 28.3238 EUR |
Key data
| Ask Price (basis for calculation) | 99.7000 |
| Maximum yield | 2.05% |
| Maximum yield p.a. | 10.11% |
| Sideways yield | 2.05% |
| Sideways yield p.a. | 10.11% |
| Distance to Cap | -4.315 |
| Distance to Cap in % | -10.99% |
| Is Cap Level reached | No |
| Distance to Barrier | 10.9362 |
| Distance to Barrier in % | 27.86% |
| Is Barrier reached | No |
market maker quality Date: 30/04/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 99.00 % |
| Last Best Ask Price | 99.50 % |
| 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 | 990,630 EUR |
| Average Sell Value | 497,815 EUR |
| Spreads Availability Ratio | 99.08% |
| Quote Availability | 99.08% |
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