SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
06.05.24
08:04:00 |
100.75 %
|
101.25 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 101.25 | ||||
Diff. absolute / % | -0.50 | -0.49% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1278381608 |
Valor | 127838160 |
Symbol | FAAVJB |
Barrier | 51.29 USD |
Cap | 85.49 USD |
Quotation in percent | Yes |
Coupon p.a. | 9.22% |
Coupon Premium | 3.76% |
Coupon Yield | 5.46% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 10/08/2023 |
Date of maturity | 12/08/2024 |
Last trading day | 05/08/2024 |
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) | 101.2500 |
Maximum yield | 1.18% |
Maximum yield p.a. | 4.41% |
Sideways yield | 1.18% |
Sideways yield p.a. | 4.41% |
Distance to Cap | 28.2 |
Distance to Cap in % | 24.80% |
Is Cap Level reached | No |
Distance to Barrier | 62.396 |
Distance to Barrier in % | 54.88% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.75 % |
Last Best Ask Price | 101.25 % |
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 | 1,007,520 USD |
Average Sell Value | 506,260 USD |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |