Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1577281228/en Response:
{
"meta": {
"id": 39524658,
"categoryId": 12,
"subCategoryId": 1230,
"ibtTypeCode": 100060,
"hasMultipleUnderlyings": true,
"numUnderlyings": 3,
"issuerRef": "BCV",
"hasExtendedTradingHours": false,
"denomination": "1000.00000",
"productNameFull": "BARRIER REVERSE CONVERTIBLE - 6.38% p.a. SMI SX5E SPX - QCHF - 02.07.2027",
"guarantorRef": null
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"basic": {
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"wkn": null,
"valor": "157728122",
"symbol": "1230BC",
"name": "Barrier Reverse Convertible on Euro STOXX 50 \/ S&P 500 \/ SMI",
"descriptionTemplate": "template-1230",
"termsheetUrlDe": "\/termsheets\/CH1577281228_de_20260626_231050.pdf",
"termsheetUrlEn": "\/termsheets\/CH1577281228_en_20260626_122914.pdf"
},
"highlights": {
"barrierRate": "69%",
"sidewardYieldMaturity": "5.067%",
"tradingCurrencyCode": "CHF"
},
"static": {
"categoryName": "Yield Enhancement",
"subCategoryName": "Barrier Reverse Convertible",
"issuerName": "Banque Cantonale Vaudoise",
"issuerRatings": "Aa2 \/ AA \/ –",
"tradingCurrencyCode": "CHF",
"underlying": "Euro STOXX 50 \/ S&P 500 \/ SMI",
"tradingExchangeName": "SIX Structured Products",
"ratio": "1",
"isCollateralised": "No",
"issuePrice": "1'000.00",
"firstTradingDate": "02.07.2026",
"lastTradingDate": "25.06.2027",
"redemptionDate": "02.07.2027",
"paymentType": "cash",
"mgmtFeePa": null,
"isCallable": "No",
"isAutoCallable": "No",
"optionStyle": "american",
"couponRate": "6.38%",
"strikeRate": "100%",
"barrierRate": "69%",
"isQuanto": "Yes"
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"distToBarrierRate": "28.52%",
"barrierHitProbMaturity": "0.00033%",
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"similars": [
{
"name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
"isin": "CH1512006490",
"symbol": "RMA1CV",
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{
"name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
"isin": "CH1592922574",
"symbol": "LCZUDU",
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{
"name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
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1230BC
Barrier Reverse Convertible on Euro STOXX 50 / S&P 500 / SMI
Terms
- CategoryYield Enhancement
- TypeBarrier Reverse Convertible
- IssuerBanque Cantonale Vaudoise
- Ratings (Moody's/S&P/Fitch)Aa2 / AA / –
- Trading CurrencyCHF
- UnderlyingEuro STOXX 50 / S&P 500 / SMI
- Trading VenueSIX Structured Products
- Ratio1
- CollateralisedNo
- Issue Price1'000.00
- Frist Trading02.07.2026
- Last Trading25.06.2027
- Redemption Date02.07.2027
- Payout Typecash
- CallableNo
- AutocallableNo
- Option Styleamerican
- Coupon6.38%
- Strike Rate100%
- Barrier69%
- QuantoYes
Market Data
- ExchangeSIX Structured Products
- Trading CurrencyCHF
- Bid101.25%
- Bid Size200'000
- Ask102.05%
- Ask Size200'000
- Last102.23%
- Performance (1 Week)-0.059%
- Quotes vom09.09.2026 22:10:00
Key Figures
- Days to Maturity288
- Distance to Barrier28.52%
- Barrier Hit Prob (Maturity)0.00033%
- Barrier Hit Prob (10 Days)0%
- Max Return (Maturity)5.067%
- Sideward Yield (Maturity)5.067%
Chart
Underlying: Euro STOXX 50
- Euro STOXX 50
- ISINXITTBEUSTX50
- Valor846480
- UnderlyingEuro STOXX 50
- SymbolSX5E
- ExchangeSIX Structured Products
- Trading CurrencyEUR
- Strike Level6'267.53
- Last6'260.42
- Distance to Barrier1'935.82
- Distance to Barrier30.92%
- Quotes from10.09.2026 21:40:01
Underlying: S&P 500
- S&P 500
- ISINXITT00BUS500
- Valor998434
- UnderlyingS&P 500
- SymbolSPX
- ExchangeSIX Structured Products
- Trading CurrencyUSD
- Strike Level7'357.49
- Last7'591.30
- Distance to Barrier2'514.63
- Distance to Barrier33.13%
- Quotes from10.09.2026 21:40:02
Underlying: SMI
- SMI
- ISINCH0009980894
- Valor998089
- UnderlyingSMI
- SymbolSMI
- ExchangeSIX Structured Products
- Trading CurrencyCHF
- Strike Level14'231.96
- Bid13'737.71
- Ask13'742.35
- Last13'740.10
- Distance to Barrier3'917.66
- Distance to Barrier28.52%
- Quotes from10.09.2026 17:30:44