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Barrier Reverse Convertible
Symbol:
1007BC
ISIN:
CH1391745002
Issuer:
Banque Cantonale Vaudoise
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 89.78 | ||||
| Diff. absolute / % | -0.20 | -0.22% | |||
Determined prices
| Last Price | 92.97 | Volume | 10,000 | |
| Time | 10:17:38 | Date | 03/07/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1391745002 |
| Valor | 139174500 |
| Symbol | 1007BC |
| Barrier | 23.17 USD |
| Cap | 35.64 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 7.16% |
| Coupon Premium | 2.99% |
| Coupon Yield | 4.17% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 29/10/2024 |
| Date of maturity | 29/10/2025 |
| Last trading day | 22/10/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Banque Cantonale Vaudoise |
Underlyings
| Name | Kraft Heinz Co. |
| ISIN | US5007541064 |
| Price |
22.47 EUR
|
| Date | 08/07/25 20:25 |
| Ratio | 0.03564 |
| Cap | 35.64 USD |
| Barrier | 23.166 USD |
Key data
| Ask Price (basis for calculation) | 89.1000 |
| Maximum yield | 16.25% |
| Maximum yield p.a. | 52.49% |
| Sideways yield | 16.25% |
| Sideways yield p.a. | 52.49% |
| Distance to Cap | -9.345 |
| Distance to Cap in % | -35.54% |
| Is Cap Level reached | No |
| Distance to Barrier | 3.129 |
| Distance to Barrier in % | 11.90% |
| Is Barrier reached | No |
market maker quality Date: 07/07/2025
| Average Spread | 0.79% |
| Last Best Bid Price | 89.07 % |
| Last Best Ask Price | 89.78 % |
| 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 | 54,436 USD |
| Average Sell Value | 54,867 USD |
| Spreads Availability Ratio | 97.38% |
| Quote Availability | 97.38% |
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