Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1505566468/en
Response:
{
    "meta": {
        "id": 33090187,
        "categoryId": 12,
        "subCategoryId": 1230,
        "ibtTypeCode": 100060,
        "hasMultipleUnderlyings": true,
        "numUnderlyings": 3,
        "issuerRef": "LEON",
        "hasExtendedTradingHours": true,
        "denomination": "1000.00000",
        "productNameFull": "7.00% p.a. Multi Barrier Reverse Convertible on Nestlé, Novartis, Roche",
        "guarantorRef": "POST"
    },
    "basic": {
        "isin": "CH1505566468",
        "wkn": null,
        "valor": "150556646",
        "symbol": "AFAATQ",
        "name": "Barrier Reverse Convertible on Nestlé \/ Novartis \/ Roche PS",
        "descriptionTemplate": "template-1230",
        "termsheetUrlDe": "\/termsheets\/CH1505566468_de_20251217_003259.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1505566468_en_20251217_003815.pdf"
    },
    "highlights": {
        "barrierRate": "69%",
        "sidewardYieldMaturity": "13.064%",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Yield Enhancement",
        "subCategoryName": "Barrier Reverse Convertible",
        "issuerName": "Leonteq",
        "issuerRatings": "– \/ – \/ BBB-",
        "tradingCurrencyCode": "CHF",
        "underlying": "Nestlé \/ Novartis \/ Roche PS",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "1",
        "isCollateralised": "No",
        "issuePrice": "1'000.00",
        "firstTradingDate": "16.12.2025",
        "lastTradingDate": "13.12.2027",
        "redemptionDate": "16.12.2027",
        "paymentType": "cash or physical delivery",
        "mgmtFeePa": null,
        "isCallable": "Yes",
        "isAutoCallable": "No",
        "optionStyle": "american",
        "couponRate": "7%",
        "strikeRate": "100%",
        "barrierRate": "69%",
        "isQuanto": "No"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "99.28%",
        "bidSize": "250'000",
        "ask": "100.08%",
        "askSize": "250'000",
        "last": "99.44%",
        "change": null,
        "performanceWeek": "-1.35%",
        "performanceYtd": "-1.67%",
        "lastDateTime": "03.06.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-442119",
            "name": "Nestlé"
        },
        {
            "ttsId": "tts-442143",
            "name": "Novartis"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "557",
        "distToBarrierRate": "30.72%",
        "barrierHitProbMaturity": "0.32%",
        "barrierHitProb10days": "0%",
        "maxReturnMaturity": "13.064%",
        "sidewardYieldMaturity": "13.064%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "CH0038863350",
            "valor": "3886335",
            "name": "Nestlé",
            "symbol": "NESN",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "77.95",
            "bid": "77.64",
            "bidSize": "956",
            "ask": "77.65",
            "askSize": "164",
            "last": "77.63",
            "change": null,
            "distToBarrier": "23.85",
            "distToBarrierRate": "30.72%",
            "lastDateTime": "04.06.2026 12:59:59"
        },
        {
            "isin": "CH0012005267",
            "valor": "1200526",
            "name": "Novartis",
            "symbol": "NOVN",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "105.50",
            "bid": "114.94",
            "bidSize": "789",
            "ask": "114.98",
            "askSize": "554",
            "last": "114.98",
            "change": null,
            "distToBarrier": "42.15",
            "distToBarrierRate": "36.67%",
            "lastDateTime": "04.06.2026 13:00:00"
        },
        {
            "isin": "CH1499059983",
            "valor": "149905998",
            "name": "Roche PS",
            "symbol": "ROP",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "316.80",
            "bid": "319.20",
            "bidSize": "932",
            "ask": "319.30",
            "askSize": "284",
            "last": "319.10",
            "change": null,
            "distToBarrier": "100.61",
            "distToBarrierRate": "31.52%",
            "lastDateTime": "04.06.2026 12:59:59"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf Nestlé \/ Novartis \/ Roche PS",
            "isin": "CH1282110845",
            "symbol": "NCKRCH",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Raiffeisen",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Nestlé \/ Novartis \/ Roche PS",
            "isin": "CH1481979677",
            "symbol": "RCZRCH",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Raiffeisen",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Nestlé \/ Novartis \/ Roche PS",
            "isin": "CH1369860338",
            "symbol": "AAYATQ",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Leonteq",
            "isAd": false
        }
    ],
    "events": [
    ]
}

AFAATQ

Barrier Reverse Convertible on Nestlé / Novartis / Roche PS

Valor: 150556646
ISIN: CH1505566468
Termsheet: PDF (De) PDF (En)
Issuer: Leonteq
Extended Trading Hours
Last update: 13:33:48
Bid
99.28%
Bid Size: 250'000
Ask
100.08%
Ask Size: 250'000
Barrier
69%
Sideward Yield (Maturity)
13.064%
Trading Currency
CHF

Terms

  • CategoryYield Enhancement
  • TypeBarrier Reverse Convertible
  • IssuerLeonteq
  • Ratings (Moody's/S&P/Fitch)– / – / BBB-
  • Trading CurrencyCHF
  • UnderlyingNestlé / Novartis / Roche PS
  • Trading VenueSIX Structured Products
  • Ratio1
  • CollateralisedNo
  • Issue Price1'000.00
  • Frist Trading16.12.2025
  • Last Trading13.12.2027
  • Redemption Date16.12.2027
  • Payout Typecash or physical delivery
  • CallableYes
  • AutocallableNo
  • Option Styleamerican
  • Coupon7%
  • Strike Rate100%
  • Barrier69%
  • QuantoNo

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid99.28%
  • Bid Size250'000
  • Ask100.08%
  • Ask Size250'000
  • Last99.44%
  • Performance (1 Week)-1.35%
  • Performance YTD-1.67%
  • Quotes vom03.06.2026 22:10:00

Key Figures

  • Days to Maturity557
  • Distance to Barrier30.72%
  • Barrier Hit Prob (Maturity)0.32%
  • Barrier Hit Prob (10 Days)0%
  • Max Return (Maturity)13.064%
  • Sideward Yield (Maturity)13.064%

Chart

Underlying: Nestlé

  • Nestlé
  • ISINCH0038863350
  • Valor3886335
  • UnderlyingNestlé
  • SymbolNESN
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level77.95
  • Bid77.64
  • Bid Size956
  • Ask77.65
  • Ask Size164
  • Last77.63
  • Distance to Barrier23.85
  • Distance to Barrier30.72%
  • Quotes from04.06.2026 12:59:59

Underlying: Novartis

  • Novartis
  • ISINCH0012005267
  • Valor1200526
  • UnderlyingNovartis
  • SymbolNOVN
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level105.50
  • Bid114.94
  • Bid Size789
  • Ask114.98
  • Ask Size554
  • Last114.98
  • Distance to Barrier42.15
  • Distance to Barrier36.67%
  • Quotes from04.06.2026 13:00:00

Underlying: Roche PS

  • Roche PS
  • ISINCH1499059983
  • Valor149905998
  • UnderlyingRoche PS
  • SymbolROP
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level316.80
  • Bid319.20
  • Bid Size932
  • Ask319.30
  • Ask Size284
  • Last319.10
  • Distance to Barrier100.61
  • Distance to Barrier31.52%
  • Quotes from04.06.2026 12:59:59