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Callable Barrier Reverse Convertible
Symbol:
Z087UZ
ISIN:
CH1273459268
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.05.24
08:41:00 |
|
103.49 %
|
104.19 %
|
CHF |
| Volume |
150,000
|
150,000
|
nominal | |
Performance
| Closing prev. day | 103.48 | ||||
| Diff. absolute / % | 0.01 | +0.01% | |||
Determined prices
| Last Price | 100.12 | Volume | 45,000 | |
| Time | 16:49:34 | Date | 15/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1273459268 |
| Valor | 127345926 |
| Symbol | Z087UZ |
| Quotation in percent | Yes |
| Coupon p.a. | 15.80% |
| Coupon Premium | 13.96% |
| Coupon Yield | 1.84% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/09/2023 |
| Date of maturity | 11/09/2024 |
| Last trading day | 03/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 104.1900 |
| Maximum yield | 3.60% |
| Maximum yield p.a. | 11.05% |
| Sideways yield | 3.60% |
| Sideways yield p.a. | 11.05% |
market maker quality Date: 14/05/2024
| Average Spread | 0.67% |
| Last Best Bid Price | 103.48 % |
| Last Best Ask Price | 104.18 % |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 150,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 155,219 CHF |
| Average Sell Value | 156,269 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | AngloGold Ashanti ADR | Freeport-McMoRan Inc. | Glencore Plc. |
| ISIN | GB00BRXH2664 | US35671D8570 | JE00B4T3BW64 |
| Price |
22.55 EUR
|
50.275 EUR
|
5.783 EUR
|
| Date | 15/05/24 10:06 | 15/05/24 10:05 | 15/05/24 10:06 |
| Cap | 17.01 USD | 41.49 USD | 4.2715 GBP |
| Distance to Cap | 7.34 | 11.98 | 0.6535 |
| Distance to Cap in % | 30.14% | 22.41% | 13.27% |
| Is Cap Level reached | No | No | No |
| Barrier | 9.3555 USD | 22.8195 USD | 2.34933 GBP |
| Distance to Barrier | 14.9945 | 30.6505 | 2.57567 |
| Distance to Barrier in % | 61.58% | 57.32% | 52.30% |
| Is Barrier reached | No | No | No |
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