SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 98.69 | ||||
Diff. absolute / % | -0.35 | -0.35% |
Last Price | 98.69 | Volume | 6,000 | |
Time | 16:10:29 | Date | 26/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1343628751 |
Valor | 134362875 |
Symbol | 0944BC |
Barrier | 320.40 CHF |
Cap | 534.00 CHF |
Quotation in percent | Yes |
Coupon p.a. | 6.92% |
Coupon Premium | 5.74% |
Coupon Yield | 1.18% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/04/2024 |
Date of maturity | 22/04/2025 |
Last trading day | 15/04/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Banque Cantonale Vaudoise |
Ask Price (basis for calculation) | 99.2600 |
Maximum yield | 7.72% |
Maximum yield p.a. | 7.96% |
Sideways yield | 7.72% |
Sideways yield p.a. | 7.96% |
Distance to Cap | -12.8 |
Distance to Cap in % | -2.46% |
Is Cap Level reached | No |
Distance to Barrier | 200.8 |
Distance to Barrier in % | 38.53% |
Is Barrier reached | No |
Average Spread | 0.79% |
Last Best Bid Price | 97.93 % |
Last Best Ask Price | 98.71 % |
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 | 58,893 CHF |
Average Sell Value | 59,361 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |