Barrier Reverse Convertible

Termsheet  
Symbol: 0993BC
Underlyings: Nestlé S.A. / Novartis AG / Roche PS / Zurich Insurance Group AG
ISIN: CH1377793836
Issuer:
Banque Cantonale Vaudoise
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.
Price Time-delayed price
03.06.26
14:12:23
100.38 %
101.18 %
CHF
Volume
200,000
200,000
nominal
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 101.27
Diff. absolute / % -0.78 -0.77%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Barrier Reverse Convertible
ISIN CH1377793836
Valor 137779383
Symbol 0993BC
Quotation in percent Yes
Coupon p.a. 6.30%
Coupon Premium 5.64%
Coupon Yield 0.66%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
Exercise type European
Currency Swiss Franc
First Trading Date 03/09/2024
Date of maturity 03/09/2026
Last trading day 27/08/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 101.2900
Maximum yield 0.28%
Maximum yield p.a. 1.12%
Sideways yield 0.28%
Sideways yield p.a. 1.12%

market maker quality Date: 02/06/2026

Average Spread 0.79%
Last Best Bid Price 101.02 %
Last Best Ask Price 101.82 %
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 200,000
Average Sell Volume 200,000
Average Buy Value 202,114 CHF
Average Sell Value 203,714 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Novartis AG Zurich Insurance Group AG Roche PS
ISIN CH0038863350 CH0012005267 CH0011075394 CH1499059983
Price 77.28 CHF 113.5200 CHF 545.8000 CHF 311.60 CHF
Date 03/06/26 17:31 03/06/26 17:31 03/06/26 17:31 03/06/26 17:31
Cap 89.68 CHF 100.76 CHF 489.50 CHF 282.00 CHF
Distance to Cap -12.22 12.76 58.7 29.5
Distance to Cap in % -15.78% 11.24% 10.71% 9.47%
Is Cap Level reached No No No No
Barrier 60.0856 CHF 67.5092 CHF 327.965 CHF 188.94 CHF
Distance to Barrier 17.3744 46.0108 220.235 122.56
Distance to Barrier in % 22.43% 40.53% 40.17% 39.35%
Is Barrier reached No No No No

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