Multi Barrier Reverse Convertible

Termsheet  
Symbol: Z07QAZ
Underlyings: BNP Paribas / Danone / Total
ISIN: CH1252909192
Issuer:
Zürcher Kantonalbank
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Details Underlying Information & Tools

Core Data

Name Multi Barrier Reverse Convertible
ISIN CH1252909192
Valor 125290919
Symbol Z07QAZ
Quotation in percent Yes
Coupon p.a. 10.00%
Coupon Premium 6.35%
Coupon Yield 3.65%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Euro
First Trading Date 12/06/2023
Date of maturity 12/06/2024
Last trading day 05/06/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 104.7400
Maximum yield 0.27%
Maximum yield p.a. 2.13%
Sideways yield 0.27%
Sideways yield p.a. 2.13%

market maker quality Date: 25/04/2024

Average Spread 0.48%
Last Best Bid Price 104.23 %
Last Best Ask Price 104.73 %
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 500,000
Average Sell Volume 500,000
Average Buy Value 521,140 EUR
Average Sell Value 523,640 EUR
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Danone S.A. BNP Paribas S.A. TotalEnergies SE
ISIN FR0000120644 FR0000131104 FR0000120271
Price 58.35 EUR 67.17 EUR 69.74 EUR
Date 28/04/24 19:03 28/04/24 19:03 28/04/24 19:03
Cap 55.95 EUR 55.92 EUR 54.85 EUR
Distance to Cap 3.35 12.44 13.21
Distance to Cap in % 5.65% 18.20% 19.41%
Is Cap Level reached No No No
Barrier 35.808 EUR 35.7888 EUR 35.104 EUR
Distance to Barrier 23.492 32.5712 32.956
Distance to Barrier in % 39.62% 47.65% 48.42%
Is Barrier reached No No No

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