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Barrier Reverse Convertible
Symbol:
Z07OIZ
ISIN:
CH1252907170
Issuer:
Zürcher Kantonalbank
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 | 91.99 | ||||
| Diff. absolute / % | 0.04 | +0.04% | |||
Determined prices
| Last Price | 75.74 | Volume | 10,000 | |
| Time | 11:02:31 | Date | 16/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1252907170 |
| Valor | 125290717 |
| Symbol | Z07OIZ |
| Barrier | 3.69 USD |
| Cap | 7.54 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 21.00% |
| Coupon Premium | 15.85% |
| Coupon Yield | 5.15% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Nio - 22/04/2024) |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 31/05/2023 |
| Date of maturity | 31/05/2024 |
| Last trading day | 28/05/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Nio |
| ISIN | US62914V1061 |
| Price |
5.18 EUR
|
| Date | 04/05/24 13:03 |
| Ratio | 0.00754 |
| Cap | 7.54 USD |
| Barrier | 3.6946 USD |
Key data
| Ask Price (basis for calculation) | 93.2400 |
| Maximum yield | 29.83% |
| Maximum yield p.a. | 388.91% |
| Sideways yield | 0.03% |
| Sideways yield p.a. | 0.45% |
| Distance to Cap | -2.095 |
| Distance to Cap in % | -38.48% |
| Is Cap Level reached | No |
| Distance to Barrier | 0.1054 |
| Distance to Barrier in % | 2.77% |
| Is Barrier reached | Yes |
market maker quality Date: 02/05/2024
| Average Spread | 0.64% |
| Last Best Bid Price | 91.95 % |
| Last Best Ask Price | 92.55 % |
| 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 | 232,258 USD |
| Average Sell Value | 233,758 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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