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Autocallable Multi Barrier Reverse Convertible
Symbol:
0920BC
ISIN:
CH1330051231
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 | 102.76 | ||||
| Diff. absolute / % | -1.18 | -1.15% | |||
Determined prices
| Last Price | 100.06 | Volume | 4,000 | |
| Time | 14:04:52 | Date | 22/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Autocallable Multi Barrier Reverse Convertible |
| ISIN | CH1330051231 |
| Valor | 133005123 |
| Symbol | 0920BC |
| Quotation in percent | Yes |
| Coupon p.a. | 10.55% |
| Coupon Premium | 9.31% |
| Coupon Yield | 1.24% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/03/2024 |
| Date of maturity | 05/09/2025 |
| Last trading day | 28/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 102.7600 |
| Maximum yield | 12.76% |
| Maximum yield p.a. | 9.78% |
| Sideways yield | 12.76% |
| Sideways yield p.a. | 9.78% |
market maker quality Date: 16/05/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 102.22 % |
| Last Best Ask Price | 103.03 % |
| 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 | 61,538 CHF |
| Average Sell Value | 62,025 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | ABB | Siemens AG | Schneider Electric S.A. |
| ISIN | CH0012221716 | DE0007236101 | FR0000121972 |
| Price | 47.4100 CHF |
173.02 EUR
|
229.325 EUR
|
| Date | 17/05/24 17:30 | 18/05/24 13:03 | 18/05/24 13:03 |
| Cap | 40.35 CHF | 179.86 EUR | 207.40 EUR |
| Distance to Cap | 6.98 | -4.86 | 25.45 |
| Distance to Cap in % | 14.75% | -2.78% | 10.93% |
| Is Cap Level reached | No | No | No |
| Barrier | 26.2275 CHF | 116.909 EUR | 134.81 EUR |
| Distance to Barrier | 21.1025 | 58.091 | 98.04 |
| Distance to Barrier in % | 44.59% | 33.19% | 42.10% |
| Is Barrier reached | No | No | No |
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