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Callable Barrier Reverse Convertible
Symbol:
SAAFJB
ISIN:
CH1300331712
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
10:50:00 |
|
96.75 %
|
97.25 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 97.80 | ||||
| Diff. absolute / % | -1.25 | -1.26% | |||
Determined prices
| Last Price | 99.05 | Volume | 10,000 | |
| Time | 15:33:03 | Date | 30/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1300331712 |
| Valor | 130033171 |
| Symbol | SAAFJB |
| Barrier | 83.86 CHF |
| Cap | 119.80 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 9.75% |
| Coupon Premium | 8.30% |
| Coupon Yield | 1.45% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/12/2023 |
| Date of maturity | 05/06/2025 |
| Last trading day | 28/05/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Key data
| Ask Price (basis for calculation) | 97.6000 |
| Maximum yield | 13.14% |
| Maximum yield p.a. | 12.05% |
| Sideways yield | 13.14% |
| Sideways yield p.a. | 12.05% |
| Distance to Cap | -1.75 |
| Distance to Cap in % | -1.48% |
| Is Cap Level reached | No |
| Distance to Barrier | 34.19 |
| Distance to Barrier in % | 28.96% |
| Is Barrier reached | No |
market maker quality Date: 02/05/2024
| Average Spread | 0.51% |
| Last Best Bid Price | 97.30 % |
| Last Best Ask Price | 97.80 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 486,740 CHF |
| Average Sell Value | 489,240 CHF |
| Spreads Availability Ratio | 99.34% |
| Quote Availability | 99.34% |
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