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
    },
    "basic": {
        "isin": "CH1577281228",
        "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"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "101.25%",
        "bidSize": "200'000",
        "ask": "102.05%",
        "askSize": "200'000",
        "last": "102.23%",
        "change": null,
        "performanceWeek": "-0.059%",
        "performanceYtd": null,
        "lastDateTime": "09.09.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-225146254",
            "name": "Euro STOXX 50"
        },
        {
            "ttsId": "tts-224420089",
            "name": "S&P 500"
        },
        {
            "ttsId": "tts-675717",
            "name": "SMI"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "288",
        "distToBarrierRate": "28.52%",
        "barrierHitProbMaturity": "0.00033%",
        "barrierHitProb10days": "0%",
        "maxReturnMaturity": "5.067%",
        "sidewardYieldMaturity": "5.067%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "XITTBEUSTX50",
            "valor": "846480",
            "name": "Euro STOXX 50",
            "symbol": "SX5E",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "6'267.53",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "6'260.42",
            "change": null,
            "distToBarrier": "1'935.82",
            "distToBarrierRate": "30.92%",
            "lastDateTime": "10.09.2026 21:40:01"
        },
        {
            "isin": "XITT00BUS500",
            "valor": "998434",
            "name": "S&P 500",
            "symbol": "SPX",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "7'357.49",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "7'591.30",
            "change": null,
            "distToBarrier": "2'514.63",
            "distToBarrierRate": "33.13%",
            "lastDateTime": "10.09.2026 21:40:02"
        },
        {
            "isin": "CH0009980894",
            "valor": "998089",
            "name": "SMI",
            "symbol": "SMI",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "14'231.96",
            "bid": "13'737.71",
            "bidSize": null,
            "ask": "13'742.35",
            "askSize": null,
            "last": "13'740.10",
            "change": null,
            "distToBarrier": "3'917.66",
            "distToBarrierRate": "28.52%",
            "lastDateTime": "10.09.2026 17:30:44"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1512006490",
            "symbol": "RMA1CV",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Vontobel",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1592922574",
            "symbol": "LCZUDU",
            "categoryName": "Renditeoptimierung",
            "issuerName": "UBS",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1481977424",
            "symbol": "RCBRCH",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Raiffeisen",
            "isAd": false
        }
    ],
    "events": [
    ]
}

1230BC

Barrier Reverse Convertible on Euro STOXX 50 / S&P 500 / SMI

Valor: 157728122
ISIN: CH1577281228
Termsheet: PDF (De) PDF (En)
Last update: 21:49:49
Bid
101.25%
Bid Size: 200'000
Ask
102.05%
Ask Size: 200'000
Barrier
69%
Sideward Yield (Maturity)
5.067%
Trading Currency
CHF

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