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Barrier Reverse Convertible
Symbol:
0929BC
ISIN:
CH1335716929
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
11:17:00 |
|
102.24 %
|
103.05 %
|
CHF |
| Volume |
60,000
|
60,000
|
nominal | |
Performance
| Closing prev. day | 102.35 | ||||
| Diff. absolute / % | -0.11 | -0.11% | |||
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 | CH1335716929 |
| Valor | 133571692 |
| Symbol | 0929BC |
| Barrier | 42.18 CHF |
| Cap | 70.30 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 8.40% |
| Coupon Premium | 7.10% |
| Coupon Yield | 1.30% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 13/03/2024 |
| Date of maturity | 13/03/2025 |
| Last trading day | 06/03/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Key data
| Ask Price (basis for calculation) | 103.0500 |
| Maximum yield | 5.19% |
| Maximum yield p.a. | 6.03% |
| Sideways yield | 5.19% |
| Sideways yield p.a. | 6.03% |
| Distance to Cap | 9.1 |
| Distance to Cap in % | 11.46% |
| Is Cap Level reached | No |
| Distance to Barrier | 37.22 |
| Distance to Barrier in % | 46.88% |
| Is Barrier reached | No |
market maker quality Date: 02/05/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 101.99 % |
| Last Best Ask Price | 102.80 % |
| 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 | 61,322 CHF |
| Average Sell Value | 61,808 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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