Callable Multi Barrier Reverse Convertible

Symbol: 0954BC
ISIN: CH1353671907
Issuer:
Banque Cantonale Vaudoise
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 94.29
Diff. absolute / % -0.41 -0.43%

Determined prices

Last Price 94.29 Volume 3,000
Time 10:44:24 Date 01/11/2024

More Product Information

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1353671907
Valor 135367190
Symbol 0954BC
Quotation in percent Yes
Coupon p.a. 16.15%
Coupon Premium 12.73%
Coupon Yield 3.42%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Euro
First Trading Date 28/05/2024
Date of maturity 28/05/2025
Last trading day 21/05/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 94.6100
Maximum yield 18.50%
Maximum yield p.a. 32.46%
Sideways yield 18.50%
Sideways yield p.a. 32.46%

market maker quality Date: 31/10/2024

Average Spread 0.79%
Last Best Bid Price 93.30 %
Last Best Ask Price 94.04 %
Last Best Bid Volume 60,000
Last Best Ask Volume 60,000
Average Buy Volume 60,000
Average Sell Volume 59,725
Average Buy Value 56,605 EUR
Average Sell Value 56,790 EUR
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name SAP SE Infineon Technologies AG ASML Hldg. N.V.
ISIN DE0007164600 DE0006231004 NL0010273215
Price 215.90 EUR 29.3675 EUR 626.25 EUR
Date 02/11/24 13:04 02/11/24 13:03 02/11/24 13:03
Cap 180.00 EUR 36.35 EUR 853.70 EUR
Distance to Cap 34.5 -7.05 -232.5
Distance to Cap in % 16.08% -24.06% -37.43%
Is Cap Level reached No No No
Barrier 100.692 EUR 20.3342 EUR 477.56 EUR
Distance to Barrier 113.808 8.9658 143.64
Distance to Barrier in % 53.06% 30.60% 23.12%
Is Barrier reached No No No

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