Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1513145909/en
Response:
{
    "meta": {
        "id": 33157863,
        "categoryId": 12,
        "subCategoryId": 1230,
        "ibtTypeCode": 100060,
        "hasMultipleUnderlyings": true,
        "numUnderlyings": 3,
        "issuerRef": "BCV",
        "hasExtendedTradingHours": false,
        "denomination": "1000.00000",
        "productNameFull": "BARRIER REVERSE CONVERTIBLE CALLABLE - 6.00% p.a. NESN NOVN ROG - 18.12.2026",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1513145909",
        "wkn": null,
        "valor": "151314590",
        "symbol": "1160BC",
        "name": "Barrier Reverse Convertible on Nestlé \/ Novartis \/ Roche PS",
        "descriptionTemplate": "template-1230",
        "termsheetUrlDe": "\/termsheets\/CH1513145909_de_20251219_002040.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1513145909_en_20251219_002552.pdf"
    },
    "highlights": {
        "barrierRate": "65%",
        "sidewardYieldMaturity": "-0.058%",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Yield Enhancement",
        "subCategoryName": "Barrier Reverse Convertible",
        "issuerName": "Banque Cantonale Vaudoise",
        "issuerRatings": "Aa2 \/ AA \/ –",
        "tradingCurrencyCode": "CHF",
        "underlying": "Nestlé \/ Novartis \/ Roche PS",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "1",
        "isCollateralised": "No",
        "issuePrice": "1'000.00",
        "firstTradingDate": "18.12.2025",
        "lastTradingDate": "11.12.2026",
        "redemptionDate": "18.12.2026",
        "paymentType": "cash or physical delivery",
        "mgmtFeePa": null,
        "isCallable": "Yes",
        "isAutoCallable": "No",
        "optionStyle": "american",
        "couponRate": "6%",
        "strikeRate": "100%",
        "barrierRate": "65%",
        "isQuanto": "No"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "103.06%",
        "bidSize": "200'000",
        "ask": "103.88%",
        "askSize": "200'000",
        "last": "102.18%",
        "change": null,
        "performanceWeek": "0.078%",
        "performanceYtd": "0.96%",
        "lastDateTime": "10.09.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-442119",
            "name": "Nestlé"
        },
        {
            "ttsId": "tts-442143",
            "name": "Novartis"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "91",
        "distToBarrierRate": "34.66%",
        "barrierHitProbMaturity": "0.043%",
        "barrierHitProb10days": "0.000%",
        "maxReturnMaturity": "-0.058%",
        "sidewardYieldMaturity": "-0.058%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "CH0038863350",
            "valor": "3886335",
            "name": "Nestlé",
            "symbol": "NESN",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "77.92",
            "bid": "77.51",
            "bidSize": "430",
            "ask": "77.52",
            "askSize": "26",
            "last": "77.51",
            "change": null,
            "distToBarrier": "26.86",
            "distToBarrierRate": "34.66%",
            "lastDateTime": "11.09.2026 11:22:34"
        },
        {
            "isin": "CH0012005267",
            "valor": "1200526",
            "name": "Novartis",
            "symbol": "NOVN",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "105.98",
            "bid": "113.22",
            "bidSize": "443",
            "ask": "113.24",
            "askSize": "138",
            "last": "113.22",
            "change": null,
            "distToBarrier": "44.33",
            "distToBarrierRate": "39.16%",
            "lastDateTime": "11.09.2026 11:21:55"
        },
        {
            "isin": "CH1499059983",
            "valor": "149905998",
            "name": "Roche PS",
            "symbol": "ROP",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "317.90",
            "bid": "346.90",
            "bidSize": "515",
            "ask": "347.00",
            "askSize": "328",
            "last": "347.00",
            "change": null,
            "distToBarrier": "140.27",
            "distToBarrierRate": "40.43%",
            "lastDateTime": "11.09.2026 11:20:35"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf Nestlé \/ Novartis \/ Roche PS",
            "isin": "CH1423926570",
            "symbol": "ACOFTQ",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Leonteq",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Nestlé \/ Novartis \/ Roche PS",
            "isin": "CH1483486861",
            "symbol": "RMAG3V",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Vontobel",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Nestlé \/ Novartis \/ Roche PS",
            "isin": "CH1491957838",
            "symbol": "RFBRCH",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Raiffeisen",
            "isAd": false
        }
    ],
    "events": [
    ]
}

1160BC

Barrier Reverse Convertible on Nestlé / Novartis / Roche PS

Valor: 151314590
ISIN: CH1513145909
Termsheet: PDF (De) PDF (En)
Last update: 11:51:47
Bid
103.06%
Bid Size: 200'000
Ask
103.88%
Ask Size: 200'000
Barrier
65%
Sideward Yield (Maturity)
-0.058%
Trading Currency
CHF

Terms

  • CategoryYield Enhancement
  • TypeBarrier Reverse Convertible
  • IssuerBanque Cantonale Vaudoise
  • Ratings (Moody's/S&P/Fitch)Aa2 / AA / –
  • Trading CurrencyCHF
  • UnderlyingNestlé / Novartis / Roche PS
  • Trading VenueSIX Structured Products
  • Ratio1
  • CollateralisedNo
  • Issue Price1'000.00
  • Frist Trading18.12.2025
  • Last Trading11.12.2026
  • Redemption Date18.12.2026
  • Payout Typecash or physical delivery
  • CallableYes
  • AutocallableNo
  • Option Styleamerican
  • Coupon6%
  • Strike Rate100%
  • Barrier65%
  • QuantoNo

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid103.06%
  • Bid Size200'000
  • Ask103.88%
  • Ask Size200'000
  • Last102.18%
  • Performance (1 Week)0.078%
  • Performance YTD0.96%
  • Quotes vom10.09.2026 22:10:00

Key Figures

  • Days to Maturity91
  • Distance to Barrier34.66%
  • Barrier Hit Prob (Maturity)0.043%
  • Barrier Hit Prob (10 Days)0.000%
  • Max Return (Maturity)-0.058%
  • Sideward Yield (Maturity)-0.058%

Chart

Underlying: Nestlé

  • Nestlé
  • ISINCH0038863350
  • Valor3886335
  • UnderlyingNestlé
  • SymbolNESN
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level77.92
  • Bid77.51
  • Bid Size430
  • Ask77.52
  • Ask Size26
  • Last77.51
  • Distance to Barrier26.86
  • Distance to Barrier34.66%
  • Quotes from11.09.2026 11:22:34

Underlying: Novartis

  • Novartis
  • ISINCH0012005267
  • Valor1200526
  • UnderlyingNovartis
  • SymbolNOVN
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level105.98
  • Bid113.22
  • Bid Size443
  • Ask113.24
  • Ask Size138
  • Last113.22
  • Distance to Barrier44.33
  • Distance to Barrier39.16%
  • Quotes from11.09.2026 11:21:55

Underlying: Roche PS

  • Roche PS
  • ISINCH1499059983
  • Valor149905998
  • UnderlyingRoche PS
  • SymbolROP
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level317.90
  • Bid346.90
  • Bid Size515
  • Ask347.00
  • Ask Size328
  • Last347.00
  • Distance to Barrier140.27
  • Distance to Barrier40.43%
  • Quotes from11.09.2026 11:20:35