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Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1477722842/en
Response:
{
    "meta": {
        "id": 26961077,
        "categoryId": 12,
        "subCategoryId": 1230,
        "ibtTypeCode": 100060,
        "hasMultipleUnderlyings": true,
        "numUnderlyings": 4,
        "issuerRef": "BCV",
        "hasExtendedTradingHours": false,
        "denomination": "1000.00000",
        "productNameFull": "BARRIER REVERSE CONVERTIBLE CALLABLE - 17.07% p.a. BNP UCG DBK INGA - QCHF - 18.08.2026",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1477722842",
        "wkn": null,
        "valor": "147772284",
        "symbol": "1124BC",
        "name": "Barrier Reverse Convertible on BNP Paribas \/ Deutsche Bank \/ ING Groep \/ UniCredit",
        "descriptionTemplate": "template-1230",
        "termsheetUrlDe": "\/termsheets\/CH1477722842_de_20250819_015028.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1477722842_en_20250819_015036.pdf"
    },
    "highlights": {
        "barrierRate": "54.94%",
        "sidewardYieldMaturity": "11.0087%",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Yield Enhancement",
        "subCategoryName": "Barrier Reverse Convertible",
        "issuerName": "Banque Cantonale Vaudoise",
        "issuerRatings": "Aa2 \/ AA \/ \u2013",
        "tradingCurrencyCode": "CHF",
        "underlying": "BNP Paribas \/ Deutsche Bank \/ ING Groep \/ UniCredit",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "1",
        "isCollateralised": "No",
        "issuePrice": "1'000.00",
        "firstTradingDate": "18.08.2025",
        "lastTradingDate": "11.08.2026",
        "redemptionDate": "18.08.2026",
        "paymentType": "cash or physical delivery",
        "mgmtFeePa": null,
        "isCallable": "Yes",
        "isAutoCallable": "No",
        "optionStyle": "american",
        "couponRate": "17.07%",
        "strikeRate": "100%",
        "barrierRate": "54.94%",
        "isQuanto": "Yes"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "101.62%",
        "bidSize": "200'000",
        "ask": "102.42%",
        "askSize": "200'000",
        "last": "101.63%",
        "change": null,
        "performanceWeek": "2.11%",
        "performanceYtd": null,
        "lastDateTime": "05.12.2025 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-209091313",
            "name": "BNP Paribas"
        },
        {
            "ttsId": "tts-209091561",
            "name": "Deutsche Bank"
        },
        {
            "ttsId": "tts-209092105",
            "name": "ING Groep"
        },
        {
            "ttsId": "tts-209093290",
            "name": "UniCredit"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "246",
        "distToBarrierRate": "41.37%",
        "barrierHitProbMaturity": "0.083%",
        "barrierHitProb10days": "0%",
        "maxReturnMaturity": "11.0087%",
        "sidewardYieldMaturity": "11.0087%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "FR0000131104",
            "valor": "123397",
            "name": "BNP Paribas",
            "symbol": "BNP",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "81.55",
            "bid": "76.42",
            "bidSize": null,
            "ask": "76.42",
            "askSize": null,
            "last": "76.44",
            "change": null,
            "distToBarrier": "31.62",
            "distToBarrierRate": "41.37%",
            "lastDateTime": "08.12.2025 17:36:15"
        },
        {
            "isin": "DE0005140008",
            "valor": "829257",
            "name": "Deutsche Bank",
            "symbol": "DBK",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "31.15",
            "bid": "31.54",
            "bidSize": null,
            "ask": "31.54",
            "askSize": null,
            "last": "31.56",
            "change": null,
            "distToBarrier": "14.43",
            "distToBarrierRate": "45.74%",
            "lastDateTime": "08.12.2025 17:36:15"
        },
        {
            "isin": "NL0011821202",
            "valor": "33292346",
            "name": "ING Groep",
            "symbol": "INGA",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "20.76",
            "bid": "22.96",
            "bidSize": null,
            "ask": "22.96",
            "askSize": null,
            "last": "22.94",
            "change": null,
            "distToBarrier": "11.55",
            "distToBarrierRate": "50.32%",
            "lastDateTime": "08.12.2025 17:36:15"
        },
        {
            "isin": "IT0005239360",
            "valor": "35395118",
            "name": "UniCredit",
            "symbol": "UCG",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "67.35",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "65.21",
            "change": null,
            "distToBarrier": "28.21",
            "distToBarrierRate": "43.26%",
            "lastDateTime": "08.12.2025 15:49:35"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf BNP Paribas \/ Deutsche Bank \/ ING Groep \/ UniCredit",
            "isin": "CH1467589839",
            "symbol": "ADTNTQ",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Leonteq",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf BNP Paribas \/ Deutsche Bank \/ ING Groep \/ UniCredit",
            "isin": "CH1467589789",
            "symbol": "ADTMTQ",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Leonteq",
            "isAd": false
        }
    ],
    "events": [
    ]
}

1124BC

Barrier Reverse Convertible on BNP Paribas / Deutsche Bank / ING Groep / UniCredit

Valor: 147772284
ISIN: CH1477722842
Termsheet: PDF (De) PDF (En)
Last update: 20:40:42
Bid
101.62%
Bid Size: 200'000
Ask
102.42%
Ask Size: 200'000
Barrier
54.94%
Sideward Yield (Maturity)
11.0087%
Trading Currency
CHF

Terms

  • CategoryYield Enhancement
  • TypeBarrier Reverse Convertible
  • IssuerBanque Cantonale Vaudoise
  • Ratings (Moody's/S&P/Fitch)Aa2 / AA / –
  • Trading CurrencyCHF
  • UnderlyingBNP Paribas / Deutsche Bank / ING Groep / UniCredit
  • Trading VenueSIX Structured Products
  • Ratio1
  • CollateralisedNo
  • Issue Price1'000.00
  • Frist Trading18.08.2025
  • Last Trading11.08.2026
  • Redemption Date18.08.2026
  • Payout Typecash or physical delivery
  • CallableYes
  • AutocallableNo
  • Option Styleamerican
  • Coupon17.07%
  • Strike Rate100%
  • Barrier54.94%
  • QuantoYes

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid101.62%
  • Bid Size200'000
  • Ask102.42%
  • Ask Size200'000
  • Last101.63%
  • Performance (1 Week)2.11%
  • Quotes vom05.12.2025 22:10:00

Key Figures

  • Days to Maturity246
  • Distance to Barrier41.37%
  • Barrier Hit Prob (Maturity)0.083%
  • Barrier Hit Prob (10 Days)0%
  • Max Return (Maturity)11.0087%
  • Sideward Yield (Maturity)11.0087%

Chart

Underlying: BNP Paribas

  • BNP Paribas
  • ISINFR0000131104
  • Valor123397
  • UnderlyingBNP Paribas
  • SymbolBNP
  • ExchangeSIX Structured Products
  • Trading CurrencyEUR
  • Strike Level81.55
  • Bid76.42
  • Ask76.42
  • Last76.44
  • Distance to Barrier31.62
  • Distance to Barrier41.37%
  • Quotes from08.12.2025 17:36:15

Underlying: Deutsche Bank

  • Deutsche Bank
  • ISINDE0005140008
  • Valor829257
  • UnderlyingDeutsche Bank
  • SymbolDBK
  • ExchangeSIX Structured Products
  • Trading CurrencyEUR
  • Strike Level31.15
  • Bid31.54
  • Ask31.54
  • Last31.56
  • Distance to Barrier14.43
  • Distance to Barrier45.74%
  • Quotes from08.12.2025 17:36:15

Underlying: ING Groep

  • ING Groep
  • ISINNL0011821202
  • Valor33292346
  • UnderlyingING Groep
  • SymbolINGA
  • ExchangeSIX Structured Products
  • Trading CurrencyEUR
  • Strike Level20.76
  • Bid22.96
  • Ask22.96
  • Last22.94
  • Distance to Barrier11.55
  • Distance to Barrier50.32%
  • Quotes from08.12.2025 17:36:15

Underlying: UniCredit

  • UniCredit
  • ISINIT0005239360
  • Valor35395118
  • UnderlyingUniCredit
  • SymbolUCG
  • ExchangeSIX Structured Products
  • Trading CurrencyEUR
  • Strike Level67.35
  • Last65.21
  • Distance to Barrier28.21
  • Distance to Barrier43.26%
  • Quotes from08.12.2025 15:49:35