SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
08:03:00 |
100.20 %
|
100.70 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 100.60 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1266860241 |
Valor | 126686024 |
Symbol | FBITJB |
Barrier | 37.43 USD |
Cap | 57.58 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.95% |
Coupon Premium | 2.58% |
Coupon Yield | 5.37% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 27/07/2023 |
Date of maturity | 29/07/2024 |
Last trading day | 22/07/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 100.7000 |
Maximum yield | 0.86% |
Maximum yield p.a. | 4.31% |
Sideways yield | 0.86% |
Sideways yield p.a. | 4.31% |
Distance to Cap | -3.48 |
Distance to Cap in % | -6.43% |
Is Cap Level reached | No |
Distance to Barrier | 16.673 |
Distance to Barrier in % | 30.82% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.50 % |
Last Best Ask Price | 101.00 % |
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 | 1,004,520 USD |
Average Sell Value | 504,760 USD |
Spreads Availability Ratio | 99.02% |
Quote Availability | 99.02% |