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Multi Barrier Reverse Convertible
Symbol:
Z07NEZ
ISIN:
CH1252906057
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
08:41:00 |
|
106.85 %
|
107.45 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 106.83 | ||||
| Diff. absolute / % | 0.02 | +0.02% | |||
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 | CH1252906057 |
| Valor | 125290605 |
| Symbol | Z07NEZ |
| Quotation in percent | Yes |
| Coupon p.a. | 15.25% |
| Coupon Premium | 10.30% |
| 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 | 30/05/2023 |
| Date of maturity | 30/05/2024 |
| Last trading day | 22/05/2024 |
| 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) | 107.4500 |
| Maximum yield | 0.20% |
| Maximum yield p.a. | 2.38% |
| Sideways yield | 0.20% |
| Sideways yield p.a. | 2.38% |
market maker quality Date: 26/04/2024
| Average Spread | 0.56% |
| Last Best Bid Price | 106.83 % |
| Last Best Ask Price | 107.43 % |
| 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 | 267,075 USD |
| Average Sell Value | 268,575 USD |
| Spreads Availability Ratio | 97.88% |
| Quote Availability | 97.88% |
Underlyings
| Name | Microsoft Corp. | Nvidia Corp. | Alphabet Inc. (C) |
| ISIN | US5949181045 | US67066G1040 | US02079K1079 |
| Price |
373.875 EUR
|
800.40 EUR
|
158.37 EUR
|
| Date | 29/04/24 15:52 | 29/04/24 15:52 | 29/04/24 15:52 |
| Cap | 321.18 USD | 311.76 USD | 125.87 USD |
| Distance to Cap | 84.95 | 566.22 | 47.76 |
| Distance to Cap in % | 20.92% | 64.49% | 27.51% |
| Is Cap Level reached | No | No | No |
| Barrier | 189.496 USD | 183.938 USD | 74.2633 USD |
| Distance to Barrier | 216.634 | 694.042 | 99.3667 |
| Distance to Barrier in % | 53.34% | 79.05% | 57.23% |
| Is Barrier reached | No | No | No |
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