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Multi Barrier Reverse Convertible
Symbol:
Z08XPZ
ISIN:
CH1303980028
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
17.05.24
09:32:00 |
|
104.12 %
|
104.62 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 103.96 | ||||
| Diff. absolute / % | 0.11 | +0.11% | |||
Determined prices
| Last Price | 101.42 | Volume | 10,000 | |
| Time | 11:35:18 | Date | 18/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1303980028 |
| Valor | 130398002 |
| Symbol | Z08XPZ |
| Quotation in percent | Yes |
| Coupon p.a. | 8.35% |
| Coupon Premium | 3.40% |
| Coupon Yield | 4.95% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 27/12/2023 |
| Date of maturity | 27/12/2024 |
| Last trading day | 19/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 104.3700 |
| Maximum yield | 3.84% |
| Maximum yield p.a. | 6.22% |
| Sideways yield | 3.84% |
| Sideways yield p.a. | 6.22% |
market maker quality Date: 16/05/2024
| Average Spread | 0.48% |
| Last Best Bid Price | 103.96 % |
| Last Best Ask Price | 104.46 % |
| 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 | 259,822 USD |
| Average Sell Value | 261,072 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Procter & Gamble Co. | Johnson & Johnson | PepsiCo Inc. |
| ISIN | US7427181091 | US4781601046 | US7134481081 |
| Price |
154.50 EUR
|
141.97 EUR
|
168.27 EUR
|
| Date | 17/05/24 09:44 | 17/05/24 09:45 | 17/05/24 09:46 |
| Cap | 146.17 USD | 156.46 USD | 167.95 USD |
| Distance to Cap | 21.69 | -2.19 | 15.14 |
| Distance to Cap in % | 12.92% | -1.42% | 8.27% |
| Is Cap Level reached | No | No | No |
| Barrier | 95.0105 USD | 101.699 USD | 109.168 USD |
| Distance to Barrier | 72.8495 | 52.571 | 73.9225 |
| Distance to Barrier in % | 43.40% | 34.08% | 40.38% |
| Is Barrier reached | No | No | No |
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