SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.25 | ||||
Diff. absolute / % | 0.05 | +0.05% |
Last Price | 96.30 | Volume | 10,000 | |
Time | 09:35:38 | Date | 16/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1282661755 |
Valor | 128266175 |
Symbol | FABIJB |
Barrier | 4.09 EUR |
Cap | 8.18 EUR |
Quotation in percent | Yes |
Coupon p.a. | 8.00% |
Coupon Premium | 4.11% |
Coupon Yield | 3.89% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 31/08/2023 |
Date of maturity | 02/09/2024 |
Last trading day | 26/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 99.7500 |
Maximum yield | 2.58% |
Maximum yield p.a. | 8.72% |
Sideways yield | 2.58% |
Sideways yield p.a. | 8.72% |
Distance to Cap | -1.466 |
Distance to Cap in % | -21.82% |
Is Cap Level reached | No |
Distance to Barrier | 2.626 |
Distance to Barrier in % | 39.09% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.25 % |
Last Best Ask Price | 99.75 % |
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 | 992,082 EUR |
Average Sell Value | 498,541 EUR |
Spreads Availability Ratio | 98.98% |
Quote Availability | 98.98% |