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Barrier Reverse Convertible
Symbol:
0913BC
ISIN:
CH1324939805
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 | 94.61 | ||||
| Diff. absolute / % | -1.29 | -1.44% | |||
Determined prices
| Last Price | 94.61 | Volume | 4,000 | |
| Time | 11:14:44 | Date | 04/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1324939805 |
| Valor | 132493980 |
| Symbol | 0913BC |
| Quotation in percent | Yes |
| Coupon p.a. | 12.55% |
| Coupon Premium | 11.18% |
| Coupon Yield | 1.37% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 31/01/2024 |
| Date of maturity | 31/01/2025 |
| Last trading day | 27/01/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 95.5400 |
| Maximum yield | 11.27% |
| Maximum yield p.a. | 34.57% |
| Sideways yield | 11.27% |
| Sideways yield p.a. | 34.57% |
market maker quality Date: 03/10/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 92.98 % |
| Last Best Ask Price | 93.72 % |
| 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 | 55,425 CHF |
| Average Sell Value | 55,863 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Halliburton Co. | Schlumberger Ltd. | Baker Hughes Co |
| ISIN | US4062161017 | AN8068571086 | US05722G1004 |
| Price |
28.31 EUR
|
41.60 EUR
|
34.56 EUR
|
| Date | 06/10/24 19:03 | 06/10/24 19:03 | 06/10/24 19:04 |
| Cap | 37.00 USD | 52.47 USD | 30.30 USD |
| Distance to Cap | -5.9 | -7.07 | 7.53 |
| Distance to Cap in % | -18.97% | -15.57% | 19.90% |
| Is Cap Level reached | No | No | No |
| Barrier | 27.75 USD | 39.3525 USD | 22.725 USD |
| Distance to Barrier | 3.35 | 6.0475 | 15.105 |
| Distance to Barrier in % | 10.77% | 13.32% | 39.93% |
| Is Barrier reached | No | No | No |
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