Callable Multi Barrier Reverse Convertible

Termsheet  
Symbol: 1189BC
Underlyings: Merck & Co. Inc. / Pfizer Inc. / Roche PS / Sanofi S.A.
ISIN: CH1536845030
Issuer:
Banque Cantonale Vaudoise
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.08.26
09:58:08
100.75 %
101.55 %
CHF
Volume
200,000
175,000
nominal
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 100.73
Diff. absolute / % 0.02 +0.02%

Determined prices

Last Price 101.55 Volume 25,000
Time 09:58:08 Date 24/08/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH1536845030
Valor 153684503
Symbol 1189BC
Quotation in percent Yes
Coupon p.a. 16.48%
Coupon Premium 16.48%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
Exercise type American
Currency Swiss Franc
First Trading Date 02/03/2026
Date of maturity 02/03/2027
Last trading day 23/02/2027
Settlement Type Path-dependent
IRS 871m Potentially in scope for combined transactions
Currency safeguarded Yes
Pricing Dirty
Issuer Banque Cantonale Vaudoise

Key data

Ask Price (basis for calculation) 101.5500
Maximum yield 7.94%
Maximum yield p.a. 15.25%
Sideways yield 7.94%
Sideways yield p.a. 15.25%

market maker quality Date: 21/08/2026

Average Spread 0.79%
Last Best Bid Price 100.73 %
Last Best Ask Price 101.53 %
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 201,464 CHF
Average Sell Value 203,064 CHF
Spreads Availability Ratio 97.81%
Quote Availability 97.81%

Underlyings

Name Pfizer Inc. Sanofi S.A. Merck & Co. Inc. Roche PS
ISIN US7170811035 FR0000120578 US58933Y1055 CH1499059983
Price 22.50 CHF 71.8000 CHF 95.3000 CHF 370.30 CHF
Date 21/08/26 16:01 17/08/26 11:48 27/05/26 11:17 24/08/26 14:40
Cap 27.06 USD 80.76 EUR 123.82 USD 370.40 CHF
Distance to Cap 1.005 -1.82 28.72 0.700006
Distance to Cap in % 3.58% -2.31% 18.83% 0.19%
Is Cap Level reached No No No No
Barrier 16.2198 USD 48.4075 EUR 74.2177 USD 222.018 CHF
Distance to Barrier 11.8452 30.5325 78.3223 149.082
Distance to Barrier in % 42.21% 38.68% 51.35% 40.17%
Is Barrier reached No No No No

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