Callable Multi Barrier Reverse Convertible

Symbol: 1068BC
ISIN: CH1427126771
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.
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 57.99
Diff. absolute / % 0.03 +0.06%

Determined prices

Last Price 84.01 Volume 10,000
Time 09:16:25 Date 02/09/2025

More Product Information

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1427126771
Valor 142712677
Symbol 1068BC
Quotation in percent Yes
Coupon p.a. 10.40%
Coupon Premium 10.28%
Coupon Yield 0.12%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (SIG Group N - 18/09/2025)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 04/03/2025
Date of maturity 04/09/2026
Last trading day 26/08/2026
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Sideways yield p.a. -

market maker quality Date: 03/12/2025

Average Spread 0.79%
Last Best Bid Price 60.05 %
Last Best Ask Price 60.53 %
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 120,213 CHF
Average Sell Value 121,172 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Clariant AG Barry Callebaut AG SIG Group N
ISIN CH0012142631 CH0009002962 CH0435377954
Price 7.34 CHF 1,245.00 CHF 9.495 CHF
Date 05/12/25 17:30 05/12/25 17:30 05/12/25 17:30
Cap 10.90 CHF 1,098.00 CHF 17.60 CHF
Distance to Cap -3.595 146 -8.13
Distance to Cap in % -49.21% 11.74% -85.85%
Is Cap Level reached No No No
Barrier 5.995 CHF 603.90 CHF 9.68 CHF
Distance to Barrier 1.31 640.1 -1.4
Distance to Barrier in % 17.93% 51.46% -16.91%
Is Barrier reached No No Yes

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