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
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"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
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
Other interesting Products
- ACOFTQ Barrier Reverse Convertible auf Nestlé / Novartis / Roche PS Issuer: Leonteq
- RMAG3V Barrier Reverse Convertible auf Nestlé / Novartis / Roche PS Issuer: Vontobel
- RFBRCH Barrier Reverse Convertible auf Nestlé / Novartis / Roche PS Issuer: Raiffeisen