SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 48.21 | ||||
Diff. absolute / % | 0.54 | +1.13% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1252909721 |
Valor | 125290972 |
Symbol | Z07QPZ |
Barrier | 1.90 CHF |
Cap | 3.79 CHF |
Quotation in percent | Yes |
Coupon p.a. | 16.00% |
Coupon Premium | 14.01% |
Coupon Yield | 1.99% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (AMS-OSRAM AG - 23/10/2023) |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/06/2023 |
Date of maturity | 14/06/2024 |
Last trading day | 10/06/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 48.9500 |
Maximum yield | 137.07% |
Maximum yield p.a. | n/a |
Sideways yield | 0.49% |
Sideways yield p.a. | 5.08% |
Distance to Cap | -2.5365 |
Distance to Cap in % | -201.71% |
Is Cap Level reached | No |
Distance to Barrier | 0.075 |
Distance to Barrier in % | 2.08% |
Is Barrier reached | Yes |
Average Spread | 1.05% |
Last Best Bid Price | 47.22 % |
Last Best Ask Price | 47.72 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 235,968 CHF |
Average Sell Value | 238,468 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |