SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.06.24
10:38:00 |
99.30 %
|
99.80 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 99.95 | ||||
Diff. absolute / % | -0.40 | -0.40% |
Last Price | 99.85 | Volume | 30,000 | |
Time | 15:37:07 | Date | 28/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Callable Barrier Reverse Convertible |
ISIN | CH1311055797 |
Valor | 131105579 |
Symbol | FAGPJB |
Barrier | 47.26 USD |
Cap | 94.51 USD |
Quotation in percent | Yes |
Coupon p.a. | 11.75% |
Coupon Premium | 6.91% |
Coupon Yield | 4.84% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 08/02/2024 |
Date of maturity | 10/02/2025 |
Last trading day | 03/02/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Bank Julius Bär |
Ask Price (basis for calculation) | 99.9000 |
Maximum yield | 7.67% |
Maximum yield p.a. | 11.77% |
Sideways yield | 7.67% |
Sideways yield p.a. | 11.77% |
Distance to Cap | -2.43 |
Distance to Cap in % | -2.64% |
Is Cap Level reached | No |
Distance to Barrier | 44.825 |
Distance to Barrier in % | 48.68% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 99.45 % |
Last Best Ask Price | 99.95 % |
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 | 997,807 USD |
Average Sell Value | 501,403 USD |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |