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Autocallable Multi Barrier Reverse Convertible
Symbol:
0864BC
ISIN:
CH1270251684
Issuer:
Banque Cantonale Vaudoise
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 | 101.70 | ||||
| Diff. absolute / % | 1.37 | +1.37% | |||
Determined prices
| Last Price | 98.07 | Volume | 30,000 | |
| Time | 14:43:05 | Date | 12/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Autocallable Multi Barrier Reverse Convertible |
| ISIN | CH1270251684 |
| Valor | 127025168 |
| Symbol | 0864BC |
| Quotation in percent | Yes |
| Coupon p.a. | 10.80% |
| Coupon Premium | 8.91% |
| Coupon Yield | 1.89% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/06/2023 |
| Date of maturity | 02/12/2024 |
| Last trading day | 26/11/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 102.5100 |
| Maximum yield | 5.50% |
| Maximum yield p.a. | 10.08% |
| Sideways yield | 5.50% |
| Sideways yield p.a. | 10.08% |
market maker quality Date: 16/05/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 100.22 % |
| Last Best Ask Price | 101.01 % |
| Last Best Bid Volume | 60,000 |
| Last Best Ask Volume | 60,000 |
| Average Buy Volume | 60,000 |
| Average Sell Volume | 60,000 |
| Average Buy Value | 59,953 CHF |
| Average Sell Value | 60,427 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Compagnie Financière Richemont SA | LVMH Moet Hennessy Louis Vuitton | Swatch Group I |
| ISIN | CH0210483332 | FR0000121014 | CH0012255151 |
| Price | 144.75 CHF |
781.95 EUR
|
199.90 CHF |
| Date | 17/05/24 17:30 | 18/05/24 13:03 | 17/05/24 17:30 |
| Cap | 148.40 CHF | 843.50 EUR | 282.30 CHF |
| Distance to Cap | -3.1005 | -57.5 | -82 |
| Distance to Cap in % | -2.13% | -7.32% | -40.94% |
| Is Cap Level reached | No | No | No |
| Barrier | 74.2003 CHF | 421.75 EUR | 141.15 CHF |
| Distance to Barrier | 71.0997 | 364.25 | 59.15 |
| Distance to Barrier in % | 48.93% | 46.34% | 29.53% |
| Is Barrier reached | No | No | No |
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