Callable Multi Barrier Reverse Convertible

Termsheet  
Symbol: 0994BC
Underlyings: Clariant AG / Lonza Group N / SIG Combibloc
ISIN: CH1377875351
Issuer:
Banque Cantonale Vaudoise
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
18.12.25
11:16:23
52.87 %
53.29 %
CHF
Volume
100,000
100,000
nominal
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 53.21
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 54.22 Volume 30,000
Time 15:33:31 Date 01/12/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1377875351
Valor 137787535
Symbol 0994BC
Quotation in percent Yes
Coupon p.a. 10.00%
Coupon Premium 9.35%
Coupon Yield 0.65%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Clariant AG - 07/04/2025)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/09/2024
Date of maturity 10/03/2026
Last trading day 03/03/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 52.9700
Maximum yield 93.43%
Maximum yield p.a. 415.87%
Sideways yield 6.90%
Sideways yield p.a. 30.69%

market maker quality Date: 17/12/2025

Average Spread 0.79%
Last Best Bid Price 52.99 %
Last Best Ask Price 53.41 %
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 100,000
Average Sell Volume 100,000
Average Buy Value 52,504 CHF
Average Sell Value 52,922 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Clariant AG Lonza Group N SIG Group N
ISIN CH0012142631 CH0013841017 CH0435377954
Price 7.115 CHF 526.00 CHF 10.35 CHF
Date 18/12/25 11:20 18/12/25 11:21 18/12/25 11:20
Cap 12.97 CHF 543.00 CHF 17.46 CHF
Distance to Cap -5.905 -17 -7
Distance to Cap in % -83.58% -3.23% -66.92%
Is Cap Level reached No No No
Barrier 7.1335 CHF 298.65 CHF 9.603 CHF
Distance to Barrier 0.5115 227.55 0.857
Distance to Barrier in % 6.69% 43.24% 8.19%
Is Barrier reached Yes No No

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