SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
13.05.24
14:04:00 |
58.82 %
|
59.32 %
|
CHF | |
Volume |
250,000
|
250,000
|
nominal |
Closing prev. day | 59.40 | ||||
Diff. absolute / % | -0.48 | -0.81% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1273459359 |
Valor | 127345935 |
Symbol | Z0881Z |
Barrier | 1.52 CHF |
Cap | 3.03 CHF |
Quotation in percent | Yes |
Coupon p.a. | 19.50% |
Coupon Premium | 17.62% |
Coupon Yield | 1.88% |
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 | 18/09/2023 |
Date of maturity | 18/09/2024 |
Last trading day | 11/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 59.2600 |
Maximum yield | 101.74% |
Maximum yield p.a. | 290.13% |
Sideways yield | 1.31% |
Sideways yield p.a. | 3.74% |
Distance to Cap | -1.8018 |
Distance to Cap in % | -146.31% |
Is Cap Level reached | No |
Distance to Barrier | 0.0770001 |
Distance to Barrier in % | 2.66% |
Is Barrier reached | Yes |
Average Spread | 0.83% |
Last Best Bid Price | 59.40 % |
Last Best Ask Price | 59.90 % |
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 | 149,756 CHF |
Average Sell Value | 151,006 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |