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Callable Barrier Reverse Convertible
Symbol:
Z095WZ
ISIN:
CH1329107010
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
13:03:00 |
|
100.96 %
|
101.66 %
|
USD |
| Volume |
150,000
|
150,000
|
nominal | |
Performance
| Closing prev. day | 101.12 | ||||
| Diff. absolute / % | -0.19 | -0.19% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1329107010 |
| Valor | 132910701 |
| Symbol | Z095WZ |
| Quotation in percent | Yes |
| Coupon p.a. | 20.30% |
| Coupon Premium | 15.21% |
| Coupon Yield | 5.09% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 28/02/2024 |
| Date of maturity | 28/02/2025 |
| Last trading day | 21/02/2025 |
| 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) | 101.6600 |
| Maximum yield | 18.39% |
| Maximum yield p.a. | 23.72% |
| Sideways yield | 18.39% |
| Sideways yield p.a. | 23.72% |
market maker quality Date: 17/05/2024
| Average Spread | 0.69% |
| Last Best Bid Price | 100.85 % |
| Last Best Ask Price | 101.55 % |
| 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 | 151,111 USD |
| Average Sell Value | 152,161 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Deutsche Lufthansa AG | Air France-KLM S.A. | American Airlines Group Inc. |
| ISIN | DE0008232125 | FR001400J770 | US02376R1023 |
| Price |
6.536 EUR
|
10.715 EUR
|
13.335 EUR
|
| Date | 21/05/24 13:18 | 21/05/24 13:18 | 21/05/24 13:17 |
| Cap | 7.428 EUR | 11.108 EUR | 14.79 USD |
| Distance to Cap | -0.788 | -0.548 | -0.27 |
| Distance to Cap in % | -11.87% | -5.19% | -1.86% |
| Is Cap Level reached | No | No | No |
| Barrier | 4.0854 EUR | 6.1094 EUR | 8.1345 USD |
| Distance to Barrier | 2.5546 | 4.4506 | 6.3855 |
| Distance to Barrier in % | 38.47% | 42.15% | 43.98% |
| Is Barrier reached | No | No | No |
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