Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1536845030/en
Response:
{
    "meta": {
        "id": 36526362,
        "categoryId": 12,
        "subCategoryId": 1230,
        "ibtTypeCode": 100060,
        "hasMultipleUnderlyings": true,
        "numUnderlyings": 4,
        "issuerRef": "BCV",
        "hasExtendedTradingHours": false,
        "denomination": "1000.00000",
        "productNameFull": "BARRIER REVERSE CONVERTIBLE CALLABLE - 16.48% p.a. MRK PFE ROG SAN - QUANTO CHF - 02.03.2027",
        "guarantorRef": null
    },
    "basic": {
        "isin": "CH1536845030",
        "wkn": null,
        "valor": "153684503",
        "symbol": "1189BC",
        "name": "Barrier Reverse Convertible on Merck & Co Inc \/ Pfizer \/ Roche PS \/ Sanofi",
        "descriptionTemplate": "template-1230",
        "termsheetUrlDe": "\/termsheets\/CH1536845030_de_20260303_010610.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1536845030_en_20260303_010910.pdf"
    },
    "highlights": {
        "barrierRate": "59.94%",
        "sidewardYieldMaturity": "11.66%",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Yield Enhancement",
        "subCategoryName": "Barrier Reverse Convertible",
        "issuerName": "Banque Cantonale Vaudoise",
        "issuerRatings": "Aa2 \/ AA \/ –",
        "tradingCurrencyCode": "CHF",
        "underlying": "Merck & Co Inc \/ Pfizer \/ Roche PS \/ Sanofi",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "1",
        "isCollateralised": "No",
        "issuePrice": "1'000.00",
        "firstTradingDate": "02.03.2026",
        "lastTradingDate": "23.02.2027",
        "redemptionDate": "02.03.2027",
        "paymentType": "cash or physical delivery",
        "mgmtFeePa": null,
        "isCallable": "Yes",
        "isAutoCallable": "No",
        "optionStyle": "american",
        "couponRate": "16.48%",
        "strikeRate": "100%",
        "barrierRate": "59.94%",
        "isQuanto": "Yes"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "100.63%",
        "bidSize": "0",
        "ask": "101.43%",
        "askSize": "0",
        "last": "100.63%",
        "change": "+0.32",
        "performanceWeek": "1.48%",
        "performanceYtd": null,
        "lastDateTime": "29.06.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-826413",
            "name": "Merck & Co Inc"
        },
        {
            "ttsId": "tts-820986",
            "name": "Pfizer"
        },
        {
            "ttsId": "tts-209092908",
            "name": "Sanofi"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "238",
        "distToBarrierRate": "33.53%",
        "barrierHitProbMaturity": "0.20%",
        "barrierHitProb10days": "0%",
        "maxReturnMaturity": "11.66%",
        "sidewardYieldMaturity": "11.66%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "US58933Y1055",
            "valor": "10683053",
            "name": "Merck & Co Inc",
            "symbol": "MRK",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "123.82",
            "bid": "128.28",
            "bidSize": "100",
            "ask": "129.00",
            "askSize": "100",
            "last": "129.38",
            "change": null,
            "distToBarrier": "54.06",
            "distToBarrierRate": "42.14%",
            "lastDateTime": "29.06.2026 22:03:16"
        },
        {
            "isin": "US7170811035",
            "valor": "962004",
            "name": "Pfizer",
            "symbol": "PFE",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "27.06",
            "bid": "24.40",
            "bidSize": "100",
            "ask": "24.42",
            "askSize": "7'100",
            "last": "24.37",
            "change": null,
            "distToBarrier": "8.18",
            "distToBarrierRate": "33.53%",
            "lastDateTime": "29.06.2026 22:03:38"
        },
        {
            "isin": "CH1499059983",
            "valor": "149905998",
            "name": "Roche PS",
            "symbol": "ROP",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "370.40",
            "bid": "336.20",
            "bidSize": "1'208",
            "ask": "339.00",
            "askSize": "343",
            "last": "338.80",
            "change": null,
            "distToBarrier": "114.18",
            "distToBarrierRate": "33.96%",
            "lastDateTime": "29.06.2026 17:31:25"
        },
        {
            "isin": "FR0000120578",
            "valor": "699381",
            "name": "Sanofi",
            "symbol": "SAN",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "80.76",
            "bid": "75.50",
            "bidSize": null,
            "ask": "75.50",
            "askSize": null,
            "last": "75.54",
            "change": null,
            "distToBarrier": "27.09",
            "distToBarrierRate": "35.88%",
            "lastDateTime": "29.06.2026 17:36:15"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf Merck & Co Inc \/ Pfizer \/ Roche PS \/ Sanofi",
            "isin": "CH1511995636",
            "symbol": "RMBVJV",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Vontobel",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Merck & Co Inc \/ Pfizer \/ Roche PS \/ Sanofi",
            "isin": "CH1530478879",
            "symbol": "LBWKDU",
            "categoryName": "Renditeoptimierung",
            "issuerName": "UBS",
            "isAd": false
        }
    ],
    "events": [
    ]
}

1189BC

Barrier Reverse Convertible on Merck & Co Inc / Pfizer / Roche PS / Sanofi

Valor: 153684503
ISIN: CH1536845030
Termsheet: PDF (De) PDF (En)
Last update: 04:51:42
Bid
100.63%
Bid Size: 0
Ask
101.43%
Ask Size: 0
Barrier
59.94%
Sideward Yield (Maturity)
11.66%
Trading Currency
CHF

Terms

  • CategoryYield Enhancement
  • TypeBarrier Reverse Convertible
  • IssuerBanque Cantonale Vaudoise
  • Ratings (Moody's/S&P/Fitch)Aa2 / AA / –
  • Trading CurrencyCHF
  • UnderlyingMerck & Co Inc / Pfizer / Roche PS / Sanofi
  • Trading VenueSIX Structured Products
  • Ratio1
  • CollateralisedNo
  • Issue Price1'000.00
  • Frist Trading02.03.2026
  • Last Trading23.02.2027
  • Redemption Date02.03.2027
  • Payout Typecash or physical delivery
  • CallableYes
  • AutocallableNo
  • Option Styleamerican
  • Coupon16.48%
  • Strike Rate100%
  • Barrier59.94%
  • QuantoYes

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid100.63%
  • Bid Size0
  • Ask101.43%
  • Ask Size0
  • Last100.63%
  • Change+0.32
  • Performance (1 Week)1.48%
  • Quotes vom29.06.2026 22:10:00

Key Figures

  • Days to Maturity238
  • Distance to Barrier33.53%
  • Barrier Hit Prob (Maturity)0.20%
  • Barrier Hit Prob (10 Days)0%
  • Max Return (Maturity)11.66%
  • Sideward Yield (Maturity)11.66%

Chart

Underlying: Merck & Co Inc

  • Merck & Co Inc
  • ISINUS58933Y1055
  • Valor10683053
  • UnderlyingMerck & Co Inc
  • SymbolMRK
  • ExchangeSIX Structured Products
  • Trading CurrencyUSD
  • Strike Level123.82
  • Bid128.28
  • Bid Size100
  • Ask129.00
  • Ask Size100
  • Last129.38
  • Distance to Barrier54.06
  • Distance to Barrier42.14%
  • Quotes from29.06.2026 22:03:16

Underlying: Pfizer

  • Pfizer
  • ISINUS7170811035
  • Valor962004
  • UnderlyingPfizer
  • SymbolPFE
  • ExchangeSIX Structured Products
  • Trading CurrencyUSD
  • Strike Level27.06
  • Bid24.40
  • Bid Size100
  • Ask24.42
  • Ask Size7'100
  • Last24.37
  • Distance to Barrier8.18
  • Distance to Barrier33.53%
  • Quotes from29.06.2026 22:03:38

Underlying: Roche PS

  • Roche PS
  • ISINCH1499059983
  • Valor149905998
  • UnderlyingRoche PS
  • SymbolROP
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level370.40
  • Bid336.20
  • Bid Size1'208
  • Ask339.00
  • Ask Size343
  • Last338.80
  • Distance to Barrier114.18
  • Distance to Barrier33.96%
  • Quotes from29.06.2026 17:31:25

Underlying: Sanofi

  • Sanofi
  • ISINFR0000120578
  • Valor699381
  • UnderlyingSanofi
  • SymbolSAN
  • ExchangeSIX Structured Products
  • Trading CurrencyEUR
  • Strike Level80.76
  • Bid75.50
  • Ask75.50
  • Last75.54
  • Distance to Barrier27.09
  • Distance to Barrier35.88%
  • Quotes from29.06.2026 17:36:15