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Multi Barrier Reverse Convertible
Symbol:
Z07KEZ
ISIN:
CH1252901389
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
08:41:00 |
|
105.55 %
|
106.15 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 105.54 | ||||
| Diff. absolute / % | 0.01 | +0.01% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1252901389 |
| Valor | 125290138 |
| Symbol | Z07KEZ |
| Quotation in percent | Yes |
| Coupon p.a. | 12.00% |
| Coupon Premium | 7.31% |
| Coupon Yield | 4.69% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 10/05/2023 |
| Date of maturity | 10/05/2024 |
| Last trading day | 06/05/2024 |
| 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) | 106.1500 |
| Maximum yield | -0.11% |
| Maximum yield p.a. | -3.66% |
| Sideways yield | -0.11% |
| Sideways yield p.a. | -3.66% |
market maker quality Date: 26/04/2024
| Average Spread | 0.57% |
| Last Best Bid Price | 105.54 % |
| Last Best Ask Price | 106.14 % |
| 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 | 263,850 USD |
| Average Sell Value | 265,350 USD |
| Spreads Availability Ratio | 97.87% |
| Quote Availability | 97.87% |
Underlyings
| Name | Microsoft Corp. | Nvidia Corp. | Alphabet Inc. (C) |
| ISIN | US5949181045 | US67066G1040 | US02079K1079 |
| Price |
380.475 EUR
|
815.35 EUR
|
161.14 EUR
|
| Date | 29/04/24 12:55 | 29/04/24 12:55 | 29/04/24 12:54 |
| Cap | 305.41 USD | 275.62 USD | 105.21 USD |
| Distance to Cap | 100.72 | 602.36 | 68.42 |
| Distance to Cap in % | 24.80% | 68.61% | 39.41% |
| Is Cap Level reached | No | No | No |
| Barrier | 152.705 USD | 137.81 USD | 52.605 USD |
| Distance to Barrier | 253.425 | 740.17 | 121.025 |
| Distance to Barrier in % | 62.40% | 84.30% | 69.70% |
| Is Barrier reached | No | No | No |
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