Login
Callable Barrier Reverse Convertible
Symbol:
SBODJB
ISIN:
CH1398159629
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.04.26
10:53:11 |
|
80.60 %
|
81.00 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 81.90 | ||||
| Diff. absolute / % | -0.90 | -1.10% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1398159629 |
| Valor | 139815962 |
| Symbol | SBODJB |
| Barrier | 518.40 CHF |
| Cap | 648.00 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 9.00% |
| Coupon Premium | 8.84% |
| Coupon Yield | 0.16% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Burckhardt Compression Hldg. AG - 07/04/2025) |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/01/2025 |
| Date of maturity | 21/07/2026 |
| Last trading day | 14/07/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Julius Bär |
Key data
| Sideways yield p.a. | - |
| Distance to Cap | -122 |
| Distance to Cap in % | -23.19% |
| Is Cap Level reached | No |
| Distance to Barrier | 12.6 |
| Distance to Barrier in % | 2.37% |
| Is Barrier reached | Yes |
market maker quality Date: 23/04/2026
| Average Spread | 0.49% |
| Last Best Bid Price | 81.75 % |
| Last Best Ask Price | 82.15 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 407,489 CHF |
| Average Sell Value | 409,489 CHF |
| Spreads Availability Ratio | 98.39% |
| Quote Availability | 98.39% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)