Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1432029804/en
Response:
{
    "meta": {
        "id": 27243070,
        "categoryId": 12,
        "subCategoryId": 1230,
        "ibtTypeCode": 100065,
        "hasMultipleUnderlyings": true,
        "numUnderlyings": 3,
        "issuerRef": "BCV",
        "hasExtendedTradingHours": false,
        "denomination": "1000.00000",
        "productNameFull": "BARRIER REVERSE CONVERTIBLE AUTOCALLABLE - 6.20% p.a. SMI SPX SX5E - QUANTO CHF - 28.09.2026",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1432029804",
        "wkn": null,
        "valor": "143202980",
        "symbol": "1081BC",
        "name": "Barrier Reverse Convertible on Euro STOXX 50 \/ S&P 500 \/ SMI",
        "descriptionTemplate": "template-1230",
        "termsheetUrlDe": "\/termsheets\/CH1432029804_de_20250618_185925.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1432029804_en_20250618_192441.pdf"
    },
    "highlights": {
        "barrierRate": "65%",
        "sidewardYieldMaturity": "1.93%",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Yield Enhancement",
        "subCategoryName": "Barrier Reverse Convertible",
        "issuerName": "Banque Cantonale Vaudoise",
        "issuerRatings": "Aa2 \/ AA \/ –",
        "tradingCurrencyCode": "CHF",
        "underlying": "Euro STOXX 50 \/ S&P 500 \/ SMI",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "1",
        "isCollateralised": "No",
        "issuePrice": "1'000.00",
        "firstTradingDate": "28.03.2025",
        "lastTradingDate": "21.09.2026",
        "redemptionDate": "28.09.2026",
        "paymentType": "cash",
        "mgmtFeePa": null,
        "isCallable": "No",
        "isAutoCallable": "Yes",
        "optionStyle": "american",
        "couponRate": "6.2%",
        "strikeRate": "100%",
        "barrierRate": "65%",
        "isQuanto": "Yes"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "101.15%",
        "bidSize": "200'000",
        "ask": "101.95%",
        "askSize": "200'000",
        "last": "101.10%",
        "change": null,
        "performanceWeek": "0.0099%",
        "performanceYtd": "0.47%",
        "lastDateTime": "03.06.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-225146254",
            "name": "Euro STOXX 50"
        },
        {
            "ttsId": "tts-224420089",
            "name": "S&P 500"
        },
        {
            "ttsId": "tts-675717",
            "name": "SMI"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "109",
        "distToBarrierRate": "36.26%",
        "barrierHitProbMaturity": "0.000%",
        "barrierHitProb10days": "0%",
        "maxReturnMaturity": "1.93%",
        "sidewardYieldMaturity": "1.93%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "XITTBEUSTX50",
            "valor": "846480",
            "name": "Euro STOXX 50",
            "symbol": "SX5E",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "5'423.83",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "6'082.36",
            "change": null,
            "distToBarrier": "2'556.87",
            "distToBarrierRate": "42.037%",
            "lastDateTime": "04.06.2026 14:30:05"
        },
        {
            "isin": "XITT00BUS500",
            "valor": "998434",
            "name": "S&P 500",
            "symbol": "SPX",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "5'667.56",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "7'531.34",
            "change": null,
            "distToBarrier": "3'847.43",
            "distToBarrierRate": "51.086%",
            "lastDateTime": "04.06.2026 14:30:06"
        },
        {
            "isin": "CH0009980894",
            "valor": "998089",
            "name": "SMI",
            "symbol": "SMI",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "13'075.40",
            "bid": "13'333.40",
            "bidSize": null,
            "ask": "13'339.15",
            "askSize": null,
            "last": "13'334.83",
            "change": null,
            "distToBarrier": "4'834.39",
            "distToBarrierRate": "36.26%",
            "lastDateTime": "04.06.2026 14:13:42"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1518714485",
            "symbol": "LBRPDU",
            "categoryName": "Renditeoptimierung",
            "issuerName": "UBS",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1498050702",
            "symbol": "LBLKDU",
            "categoryName": "Renditeoptimierung",
            "issuerName": "UBS",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1483481474",
            "symbol": "RMASFV",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Vontobel",
            "isAd": false
        }
    ],
    "events": [
    ]
}

1081BC

Barrier Reverse Convertible on Euro STOXX 50 / S&P 500 / SMI

Valor: 143202980
ISIN: CH1432029804
Termsheet: PDF (De) PDF (En)
Last update: 14:38:47
Bid
101.15%
Bid Size: 200'000
Ask
101.95%
Ask Size: 200'000
Barrier
65%
Sideward Yield (Maturity)
1.93%
Trading Currency
CHF

Terms

  • CategoryYield Enhancement
  • TypeBarrier Reverse Convertible
  • IssuerBanque Cantonale Vaudoise
  • Ratings (Moody's/S&P/Fitch)Aa2 / AA / –
  • Trading CurrencyCHF
  • UnderlyingEuro STOXX 50 / S&P 500 / SMI
  • Trading VenueSIX Structured Products
  • Ratio1
  • CollateralisedNo
  • Issue Price1'000.00
  • Frist Trading28.03.2025
  • Last Trading21.09.2026
  • Redemption Date28.09.2026
  • Payout Typecash
  • CallableNo
  • AutocallableYes
  • Option Styleamerican
  • Coupon6.2%
  • Strike Rate100%
  • Barrier65%
  • QuantoYes

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid101.15%
  • Bid Size200'000
  • Ask101.95%
  • Ask Size200'000
  • Last101.10%
  • Performance (1 Week)0.0099%
  • Performance YTD0.47%
  • Quotes vom03.06.2026 22:10:00

Key Figures

  • Days to Maturity109
  • Distance to Barrier36.26%
  • Barrier Hit Prob (Maturity)0.000%
  • Barrier Hit Prob (10 Days)0%
  • Max Return (Maturity)1.93%
  • Sideward Yield (Maturity)1.93%

Chart

Underlying: Euro STOXX 50

  • Euro STOXX 50
  • ISINXITTBEUSTX50
  • Valor846480
  • UnderlyingEuro STOXX 50
  • SymbolSX5E
  • ExchangeSIX Structured Products
  • Trading CurrencyEUR
  • Strike Level5'423.83
  • Last6'082.36
  • Distance to Barrier2'556.87
  • Distance to Barrier42.037%
  • Quotes from04.06.2026 14:30:05

Underlying: S&P 500

  • S&P 500
  • ISINXITT00BUS500
  • Valor998434
  • UnderlyingS&P 500
  • SymbolSPX
  • ExchangeSIX Structured Products
  • Trading CurrencyUSD
  • Strike Level5'667.56
  • Last7'531.34
  • Distance to Barrier3'847.43
  • Distance to Barrier51.086%
  • Quotes from04.06.2026 14:30:06

Underlying: SMI

  • SMI
  • ISINCH0009980894
  • Valor998089
  • UnderlyingSMI
  • SymbolSMI
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level13'075.40
  • Bid13'333.40
  • Ask13'339.15
  • Last13'334.83
  • Distance to Barrier4'834.39
  • Distance to Barrier36.26%
  • Quotes from04.06.2026 14:13:42