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Barrier Reverse Convertible
Symbol:
FAUDJB
ISIN:
CH1304898278
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.05.24
10:23:00 |
|
100.70 %
|
101.20 %
|
USD |
| Volume |
1.00 m.
|
500,000
|
nominal | |
Performance
| Closing prev. day | 100.80 | ||||
| Diff. absolute / % | 0.25 | +0.25% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1304898278 |
| Valor | 130489827 |
| Symbol | FAUDJB |
| Barrier | 43.08 USD |
| Cap | 86.16 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 8.70% |
| Coupon Premium | 3.87% |
| Coupon Yield | 4.83% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 25/01/2024 |
| Date of maturity | 28/01/2025 |
| Last trading day | 21/01/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Underlyings
| Name | Microchip Technology Inc. |
| ISIN | US5950171042 |
| Price |
85.83 EUR
|
| Date | 14/05/24 11:13 |
| Ratio | 0.08616 |
| Cap | 86.16 USD |
| Barrier | 43.08 USD |
Key data
| Ask Price (basis for calculation) | 101.2000 |
| Maximum yield | 4.79% |
| Maximum yield p.a. | 6.75% |
| Sideways yield | 4.79% |
| Sideways yield p.a. | 6.75% |
| Distance to Cap | 6.35 |
| Distance to Cap in % | 6.86% |
| Is Cap Level reached | No |
| Distance to Barrier | 49.43 |
| Distance to Barrier in % | 53.43% |
| Is Barrier reached | No |
market maker quality Date: 13/05/2024
| Average Spread | 0.50% |
| Last Best Bid Price | 100.80 % |
| Last Best Ask Price | 101.30 % |
| 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 | 1,005,900 USD |
| Average Sell Value | 505,449 USD |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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