SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 94.25 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 91.50 | Volume | 2,000 | |
Time | 12:41:21 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1298360731 |
Valor | 129836073 |
Symbol | FAOZJB |
Barrier | 21.68 USD |
Cap | 43.35 USD |
Quotation in percent | Yes |
Coupon p.a. | 11.15% |
Coupon Premium | 5.82% |
Coupon Yield | 5.33% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 24/11/2023 |
Date of maturity | 25/11/2024 |
Last trading day | 18/11/2024 |
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) | 94.8000 |
Maximum yield | 11.23% |
Maximum yield p.a. | 21.79% |
Sideways yield | 11.23% |
Sideways yield p.a. | 21.79% |
Distance to Cap | -11.56 |
Distance to Cap in % | -36.36% |
Is Cap Level reached | No |
Distance to Barrier | 10.115 |
Distance to Barrier in % | 31.82% |
Is Barrier reached | No |
Average Spread | 0.48% |
Last Best Bid Price | 94.25 % |
Last Best Ask Price | 94.70 % |
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 | 942,288 USD |
Average Sell Value | 473,394 USD |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |