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Multi Barrier Reverse Convertible
Symbol:
Z07NHZ
ISIN:
CH1252906081
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
08:56:00 |
|
104.33 %
|
104.93 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 104.31 | ||||
| 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 | CH1252906081 |
| Valor | 125290608 |
| Symbol | Z07NHZ |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 5.05% |
| 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) | 104.9300 |
| Maximum yield | 0.09% |
| Maximum yield p.a. | 1.25% |
| Sideways yield | 0.09% |
| Sideways yield p.a. | 1.25% |
market maker quality Date: 02/05/2024
| Average Spread | 0.57% |
| Last Best Bid Price | 104.31 % |
| Last Best Ask Price | 104.91 % |
| 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 | 260,775 USD |
| Average Sell Value | 262,275 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Amazon.com Inc. | Apple Inc. |
| ISIN | US0231351067 | US0378331005 |
| Price |
172.76 EUR
|
170.93 EUR
|
| Date | 03/05/24 17:13 | 03/05/24 17:13 |
| Cap | 115.01 USD | 174.20 USD |
| Distance to Cap | 69.77 | -1.11 |
| Distance to Cap in % | 37.76% | -0.64% |
| Is Cap Level reached | No | No |
| Barrier | 71.3062 USD | 108.004 USD |
| Distance to Barrier | 113.474 | 65.086 |
| Distance to Barrier in % | 61.41% | 37.60% |
| Is Barrier reached | No | No |
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