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Barrier Reverse Convertible
Symbol:
Z07UFZ
ISIN:
CH1252915736
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.05.24
11:53:00 |
|
54.10 %
|
54.60 %
|
CHF |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 54.77 | ||||
| Diff. absolute / % | -0.67 | -1.22% | |||
Determined prices
| Last Price | 83.32 | Volume | 2,000 | |
| Time | 09:15:44 | Date | 26/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1252915736 |
| Valor | 125291573 |
| Symbol | Z07UFZ |
| Barrier | 1.51 CHF |
| Cap | 3.08 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 15.00% |
| Coupon Premium | 13.06% |
| Coupon Yield | 1.94% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (AMS-OSRAM AG - 22/11/2023) |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/07/2023 |
| Date of maturity | 12/07/2024 |
| Last trading day | 05/07/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 55.1100 |
| Maximum yield | 108.75% |
| Maximum yield p.a. | 661.55% |
| Sideways yield | 0.49% |
| Sideways yield p.a. | 3.00% |
| Distance to Cap | -1.8398 |
| Distance to Cap in % | -147.89% |
| Is Cap Level reached | No |
| Distance to Barrier | 0.0874001 |
| Distance to Barrier in % | 3.01% |
| Is Barrier reached | Yes |
market maker quality Date: 10/05/2024
| Average Spread | 0.90% |
| Last Best Bid Price | 54.77 % |
| Last Best Ask Price | 55.27 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 250,000 |
| Average Buy Value | 138,008 CHF |
| Average Sell Value | 139,258 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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