Callable Barrier Reverse Convertible

Termsheet  
Symbol: Z06IUZ
Underlyings: Compagnie Financière Richemont SA / Nestlé S.A. / Novartis Sandoz Basket / Roche AG / Swatch Group I
ISIN: CH1214862976
Issuer:
Zürcher Kantonalbank
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
29.04.24
14:00:00
102.00 %
102.70 %
CHF
Volume
150,000
150,000
nominal

Performance

Closing prev. day 101.98
Diff. absolute / % 0.02 +0.02%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Barrier Reverse Convertible
ISIN CH1214862976
Valor 121486297
Symbol Z06IUZ
Quotation in percent Yes
Coupon p.a. 10.00%
Coupon Premium 8.79%
Coupon Yield 1.21%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 05/12/2022
Date of maturity 05/06/2024
Last trading day 29/05/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 102.6900
Maximum yield 12.00%
Maximum yield p.a. 118.39%
Sideways yield 12.00%
Sideways yield p.a. 118.39%

market maker quality Date: 26/04/2024

Average Spread 0.68%
Last Best Bid Price 101.98 %
Last Best Ask Price 102.68 %
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 152,965 CHF
Average Sell Value 154,015 CHF
Spreads Availability Ratio 97.88%
Quote Availability 97.88%

Underlyings

Name Nestlé S.A. Compagnie Financière Richemont SA Roche AG Swatch Group I Novartis Sandoz Basket
ISIN CH0038863350 CH0210483332 CH0012032048 CH0012255151 DE000A3EVDT4
Price 93.0200 CHF 130.4500 CHF 222.7000 CHF 196.1000 CHF -
Date 29/04/24 14:03 29/04/24 14:03 29/04/24 14:03 29/04/24 14:02 -
Cap 111.26 CHF 118.909 CHF 309.25 CHF 245.50 CHF 83.30 CHF
Distance to Cap -18.44 11.6412 -86.85 -49.2 13.625
Distance to Cap in % -19.87% 8.92% -39.05% -25.06% 14.06%
Is Cap Level reached No No No No No
Barrier 55.63 CHF 59.4544 CHF 154.625 CHF 122.75 CHF 41.65 CHF
Distance to Barrier 37.19 71.0956 67.775 73.55 55.275
Distance to Barrier in % 40.07% 54.46% 30.47% 37.47% 57.03%
Is Barrier reached No No No No No

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