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Barrier Reverse Convertible
Symbol:
0896BC
ISIN:
CH1306319133
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 103.83 | ||||
| Diff. absolute / % | -0.16 | -0.15% | |||
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 | CH1306319133 |
| Valor | 130631913 |
| Symbol | 0896BC |
| Quotation in percent | Yes |
| Coupon p.a. | 16.35% |
| Coupon Premium | 12.64% |
| Coupon Yield | 3.71% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | Euro |
| First Trading Date | 08/11/2023 |
| Date of maturity | 08/11/2024 |
| Last trading day | 01/11/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 104.4900 |
| Maximum yield | 3.57% |
| Maximum yield p.a. | 7.44% |
| Sideways yield | 3.57% |
| Sideways yield p.a. | 7.44% |
market maker quality Date: 16/05/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 103.83 % |
| Last Best Ask Price | 104.65 % |
| 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 | 62,269 EUR |
| Average Sell Value | 62,761 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Bayerische Motoren Werke AG | Mercedes-Benz Group | Porsche Automobil Hldg. AG |
| ISIN | DE0005190003 | DE0007100000 | DE000PAH0038 |
| Price |
96.09 EUR
|
68.06 EUR
|
49.685 EUR
|
| Date | 18/05/24 13:03 | 18/05/24 13:03 | 18/05/24 13:03 |
| Cap | 84.55 EUR | 53.1715 EUR | 40.413 EUR |
| Distance to Cap | 11.91 | 15.0285 | 9.477 |
| Distance to Cap in % | 12.35% | 22.04% | 19.00% |
| Is Cap Level reached | No | No | No |
| Barrier | 75.65 EUR | 47.5745 EUR | 36.159 EUR |
| Distance to Barrier | 20.81 | 20.6255 | 13.731 |
| Distance to Barrier in % | 21.57% | 30.24% | 27.52% |
| Is Barrier reached | No | No | No |
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