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ZKB Reverse Convertible on worst of Last Look
Symbol:
Z08FDZ
ISIN:
CH1273474747
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
15:20:00 |
|
104.70 %
|
105.20 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 104.61 | ||||
| Diff. absolute / % | 0.06 | +0.06% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | ZKB Reverse Convertible on worst of Last Look |
| ISIN | CH1273474747 |
| Valor | 127347474 |
| Symbol | Z08FDZ |
| Outperformance Level | 42.0947 |
| Quotation in percent | Yes |
| Coupon p.a. | 12.70% |
| Coupon Premium | 9.48% |
| Coupon Yield | 3.22% |
| Type | Reverse Convertibles |
| SVSP Code | 1220 |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 02/11/2023 |
| Date of maturity | 02/11/2026 |
| Last trading day | 26/10/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 105.1400 |
| Maximum yield | 31.38% |
| Maximum yield p.a. | 12.74% |
| Sideways yield | 29.98% |
| Sideways yield p.a. | 12.17% |
market maker quality Date: 16/05/2024
| Average Spread | 0.48% |
| Last Best Bid Price | 104.61 % |
| Last Best Ask Price | 105.11 % |
| 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 | 521,987 EUR |
| Average Sell Value | 524,487 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | BASF SE | Intel Corp. | Walt Disney Co. |
| ISIN | DE000BASF111 | US4581401001 | US2546871060 |
| Price |
49.00 EUR
|
29.37 EUR
|
95.405 EUR
|
| Date | 17/05/24 15:34 | 17/05/24 15:34 | 17/05/24 15:34 |
| Cap | 40.3613 EUR | 31.8696 USD | 78.1844 USD |
| Distance to Cap | 8.7137 | 0.170401 | 25.2256 |
| Distance to Cap in % | 17.76% | 0.53% | 24.39% |
| Is Cap Level reached | No | No | No |
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