Autocallable Multi Barrier Reverse Convertible

Symbol: 0871BC
ISIN: CH1284550063
Issuer:
Banque Cantonale Vaudoise
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 98.77
Diff. absolute / % 0.09 +0.09%

Determined prices

Last Price 98.30 Volume 5,000
Time 10:51:16 Date 15/05/2024

More Product Information

Core Data

Name Autocallable Multi Barrier Reverse Convertible
ISIN CH1284550063
Valor 128455006
Symbol 0871BC
Quotation in percent Yes
Coupon p.a. 6.65%
Coupon Premium 4.78%
Coupon Yield 1.87%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 04/08/2023
Date of maturity 04/02/2025
Last trading day 28/01/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 99.5500
Maximum yield 5.51%
Maximum yield p.a. 7.64%
Sideways yield 5.51%
Sideways yield p.a. 7.64%

market maker quality Date: 16/05/2024

Average Spread 0.79%
Last Best Bid Price 98.58 %
Last Best Ask Price 99.36 %
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 59,162 CHF
Average Sell Value 59,630 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Novartis AG Roche AG
ISIN CH0038863350 CH0012005267 CH0012032048
Price 96.62 CHF 93.37 CHF 237.1000 CHF
Date 17/05/24 17:30 17/05/24 17:30 17/05/24 17:30
Cap 107.36 CHF 85.4969 CHF 269.40 CHF
Distance to Cap -11.06 7.8231 -32.5
Distance to Cap in % -11.48% 8.38% -13.72%
Is Cap Level reached No No No
Barrier 69.784 CHF 55.573 CHF 175.11 CHF
Distance to Barrier 26.516 37.747 61.79
Distance to Barrier in % 27.53% 40.45% 26.08%
Is Barrier reached No No No

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