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Multi Barrier Reverse Convertible
Symbol:
Z07SAZ
ISIN:
CH1252911552
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.05.24
12:03:00 |
|
62.25 %
|
62.75 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 61.60 | ||||
| Diff. absolute / % | 0.65 | +1.06% | |||
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 | CH1252911552 |
| Valor | 125291155 |
| Symbol | Z07SAZ |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 6.16% |
| Coupon Yield | 3.84% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Bayer AG - 28/11/2023) |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 26/06/2023 |
| Date of maturity | 26/06/2024 |
| Last trading day | 19/06/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 62.5900 |
| Maximum yield | 67.80% |
| Maximum yield p.a. | 575.53% |
| Sideways yield | -1.03% |
| Sideways yield p.a. | -8.77% |
market maker quality Date: 13/05/2024
| Average Spread | 0.81% |
| Last Best Bid Price | 61.60 % |
| Last Best Ask Price | 62.10 % |
| 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 | 306,616 EUR |
| Average Sell Value | 309,116 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Sanofi S.A. | Royal Philips Electronics N.V. | Bayer AG |
| ISIN | FR0000120578 | NL0000009538 | DE000BAY0017 |
| Price |
90.985 EUR
|
25.025 EUR
|
29.495 EUR
|
| Date | 14/05/24 12:36 | 14/05/24 12:34 | 14/05/24 12:36 |
| Cap | 94.49 EUR | 18.488 EUR | 51.62 EUR |
| Distance to Cap | -1.78 | 6.752 | -22.24 |
| Distance to Cap in % | -1.92% | 26.75% | -75.70% |
| Is Cap Level reached | No | No | No |
| Barrier | 57.6389 EUR | 11.2777 EUR | 31.4882 EUR |
| Distance to Barrier | 35.0711 | 13.9623 | 0.1718 |
| Distance to Barrier in % | 37.83% | 55.32% | 0.54% |
| Is Barrier reached | No | No | Yes |
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