Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1478887065/en
Response:
{
    "meta": {
        "id": 36526378,
        "categoryId": 12,
        "subCategoryId": 1230,
        "ibtTypeCode": 100060,
        "hasMultipleUnderlyings": true,
        "numUnderlyings": 2,
        "issuerRef": "BCV",
        "hasExtendedTradingHours": false,
        "denomination": "1000.00000",
        "productNameFull": "BARRIER REVERSE CONVERTIBLE CALLABLE - 13.15% p.a. LLY NOVOB - QCHF - 05.03.2027",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1478887065",
        "wkn": null,
        "valor": "147888706",
        "symbol": "1129BC",
        "name": "Barrier Reverse Convertible on Eli Lilly and Co \/ Novo Nordisk A\/S",
        "descriptionTemplate": "template-1230",
        "termsheetUrlDe": "\/termsheets\/CH1478887065_de_20250906_014344.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1478887065_en_20250906_015105.pdf"
    },
    "highlights": {
        "barrierRate": "59%",
        "sidewardYieldMaturity": "22.21%",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Yield Enhancement",
        "subCategoryName": "Barrier Reverse Convertible",
        "issuerName": "Banque Cantonale Vaudoise",
        "issuerRatings": "Aa2 \/ AA \/ –",
        "tradingCurrencyCode": "CHF",
        "underlying": "Eli Lilly and Co \/ Novo Nordisk A\/S",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "1",
        "isCollateralised": "No",
        "issuePrice": "1'000.00",
        "firstTradingDate": "05.09.2025",
        "lastTradingDate": "26.02.2027",
        "redemptionDate": "05.03.2027",
        "paymentType": "cash or physical delivery",
        "mgmtFeePa": null,
        "isCallable": "Yes",
        "isAutoCallable": "No",
        "optionStyle": "american",
        "couponRate": "13.15%",
        "strikeRate": "100%",
        "barrierRate": "59%",
        "isQuanto": "Yes"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "92.59%",
        "bidSize": "200'000",
        "ask": "93.32%",
        "askSize": "199'000",
        "last": "92.71%",
        "change": "-0.41",
        "performanceWeek": "-2.43%",
        "performanceYtd": "-4.72%",
        "lastDateTime": "19.05.2026 10:34:22"
    },
    "chart": [
        {
            "ttsId": "tts-820450",
            "name": "Eli Lilly and Co"
        },
        {
            "ttsId": "tts-209092551",
            "name": "Novo Nordisk A\/S"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "283",
        "distToBarrierRate": "27.68%",
        "barrierHitProbMaturity": "0.60%",
        "barrierHitProb10days": "0.00097%",
        "maxReturnMaturity": "22.21%",
        "sidewardYieldMaturity": "22.21%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "US5324571083",
            "valor": "947556",
            "name": "Eli Lilly and Co",
            "symbol": "LLY",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "736.03",
            "bid": "1'010.38",
            "bidSize": "40",
            "ask": "1'012.65",
            "askSize": "80",
            "last": "1'010.39",
            "change": null,
            "distToBarrier": "576.12",
            "distToBarrierRate": "57.020%",
            "lastDateTime": "19.05.2026 16:14:20"
        },
        {
            "isin": "DK0062498333",
            "valor": "129508879",
            "name": "Novo Nordisk A\/S",
            "symbol": "NOVOB",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "DKK",
            "strikeLevel": "350.95",
            "bid": "286.30",
            "bidSize": "318",
            "ask": "286.40",
            "askSize": "335",
            "last": "286.35",
            "change": null,
            "distToBarrier": "79.24",
            "distToBarrierRate": "27.68%",
            "lastDateTime": "19.05.2026 16:14:18"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf Eli Lilly and Co \/ Novo Nordisk A\/S",
            "isin": "CH1476720789",
            "symbol": "AEEBTQ",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Leonteq",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Eli Lilly and Co \/ Novo Nordisk A\/S",
            "isin": "CH1461332756",
            "symbol": "LAPBDU",
            "categoryName": "Renditeoptimierung",
            "issuerName": "UBS",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Eli Lilly and Co \/ Novo Nordisk A\/S",
            "isin": "CH1421160792",
            "symbol": "KZXVDU",
            "categoryName": "Renditeoptimierung",
            "issuerName": "UBS",
            "isAd": false
        }
    ],
    "events": [
    ]
}

1129BC

Barrier Reverse Convertible on Eli Lilly and Co / Novo Nordisk A/S

Valor: 147888706
ISIN: CH1478887065
Termsheet: PDF (De) PDF (En)
Last update: 16:50:01
Bid
92.59%
Bid Size: 200'000
Ask
93.32%
Ask Size: 199'000
Barrier
59%
Sideward Yield (Maturity)
22.21%
Trading Currency
CHF

Terms

  • CategoryYield Enhancement
  • TypeBarrier Reverse Convertible
  • IssuerBanque Cantonale Vaudoise
  • Ratings (Moody's/S&P/Fitch)Aa2 / AA / –
  • Trading CurrencyCHF
  • UnderlyingEli Lilly and Co / Novo Nordisk A/S
  • Trading VenueSIX Structured Products
  • Ratio1
  • CollateralisedNo
  • Issue Price1'000.00
  • Frist Trading05.09.2025
  • Last Trading26.02.2027
  • Redemption Date05.03.2027
  • Payout Typecash or physical delivery
  • CallableYes
  • AutocallableNo
  • Option Styleamerican
  • Coupon13.15%
  • Strike Rate100%
  • Barrier59%
  • QuantoYes

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid92.59%
  • Bid Size200'000
  • Ask93.32%
  • Ask Size199'000
  • Last92.71%
  • Change-0.41
  • Performance (1 Week)-2.43%
  • Performance YTD-4.72%
  • Quotes vom19.05.2026 10:34:22

Key Figures

  • Days to Maturity283
  • Distance to Barrier27.68%
  • Barrier Hit Prob (Maturity)0.60%
  • Barrier Hit Prob (10 Days)0.00097%
  • Max Return (Maturity)22.21%
  • Sideward Yield (Maturity)22.21%

Chart

Underlying: Eli Lilly and Co

  • Eli Lilly and Co
  • ISINUS5324571083
  • Valor947556
  • UnderlyingEli Lilly and Co
  • SymbolLLY
  • ExchangeSIX Structured Products
  • Trading CurrencyUSD
  • Strike Level736.03
  • Bid1'010.38
  • Bid Size40
  • Ask1'012.65
  • Ask Size80
  • Last1'010.39
  • Distance to Barrier576.12
  • Distance to Barrier57.020%
  • Quotes from19.05.2026 16:14:20

Underlying: Novo Nordisk A/S

  • Novo Nordisk A/S
  • ISINDK0062498333
  • Valor129508879
  • UnderlyingNovo Nordisk A/S
  • SymbolNOVOB
  • ExchangeSIX Structured Products
  • Trading CurrencyDKK
  • Strike Level350.95
  • Bid286.30
  • Bid Size318
  • Ask286.40
  • Ask Size335
  • Last286.35
  • Distance to Barrier79.24
  • Distance to Barrier27.68%
  • Quotes from19.05.2026 16:14:18