SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
11:39:00 |
99.80 %
|
100.30 %
|
USD | |
Volume |
1.00 m.
|
500,000
|
nominal |
Closing prev. day | 100.05 | ||||
Diff. absolute / % | -0.25 | -0.25% |
Last Price | 98.45 | Volume | 6,000 | |
Time | 12:38:08 | Date | 03/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1322551578 |
Valor | 132255157 |
Symbol | FADIJB |
Barrier | 200.49 USD |
Cap | 286.41 USD |
Quotation in percent | Yes |
Coupon p.a. | 6.90% |
Coupon Premium | 1.87% |
Coupon Yield | 5.03% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 21/03/2024 |
Date of maturity | 21/03/2025 |
Last trading day | 14/03/2025 |
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) | 100.2500 |
Maximum yield | 5.50% |
Maximum yield p.a. | 6.52% |
Sideways yield | 5.50% |
Sideways yield p.a. | 6.52% |
Distance to Cap | -6.47 |
Distance to Cap in % | -2.31% |
Is Cap Level reached | No |
Distance to Barrier | 79.453 |
Distance to Barrier in % | 28.38% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 100.05 % |
Last Best Ask Price | 100.55 % |
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 | 1,000,400 USD |
Average Sell Value | 502,698 USD |
Spreads Availability Ratio | 99.36% |
Quote Availability | 99.36% |