Callable Barrier Reverse Convertible

Termsheet  
Symbol: Z06Y3Z
Underlyings: Alcon / Compagnie Financière Richemont SA / Nestlé S.A. / Novartis Sandoz Basket / Roche AG
ISIN: CH1214881497
Issuer:
Zürcher Kantonalbank
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 101.87
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 101.28 Volume 130,000
Time 14:30:07 Date 13/03/2024

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Barrier Reverse Convertible
ISIN CH1214881497
Valor 121488149
Symbol Z06Y3Z
Quotation in percent Yes
Coupon p.a. 9.00%
Coupon Premium 7.39%
Coupon Yield 1.61%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 16/02/2023
Date of maturity 16/08/2024
Last trading day 12/08/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 102.5700
Maximum yield 10.64%
Maximum yield p.a. 38.47%
Sideways yield 10.64%
Sideways yield p.a. 38.47%

market maker quality Date: 07/05/2024

Average Spread 0.68%
Last Best Bid Price 101.87 %
Last Best Ask Price 102.57 %
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 152,805 CHF
Average Sell Value 153,855 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Compagnie Financière Richemont SA Roche AG Alcon Novartis Sandoz Basket
ISIN CH0038863350 CH0210483332 CH0012032048 CH0432492467 DE000A3EVDT4
Price 94.20 CHF 132.9500 CHF 222.30 CHF 72.9400 CHF -
Date 08/05/24 17:31 08/05/24 17:31 08/05/24 17:31 08/05/24 17:31 -
Cap 109.48 CHF 138.785 CHF 280.15 CHF 68.54 CHF 79.77 CHF
Distance to Cap -15.64 -5.83472 -58.15 4.48 18.72
Distance to Cap in % -16.67% -4.39% -26.19% 6.14% 19.01%
Is Cap Level reached No No No No No
Barrier 54.74 CHF 69.3924 CHF 140.075 CHF 34.27 CHF 39.885 CHF
Distance to Barrier 39.1 63.5576 81.925 38.75 58.605
Distance to Barrier in % 41.67% 47.81% 36.90% 53.07% 59.50%
Is Barrier reached No No No No No

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.