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Multi Barrier Reverse Convertible
Symbol:
Z07W1Z
ISIN:
CH1273439393
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.05.24
12:03:00 |
|
63.40 %
|
63.90 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 62.73 | ||||
| Diff. absolute / % | 0.67 | +1.07% | |||
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 | CH1273439393 |
| Valor | 127343939 |
| Symbol | Z07W1Z |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 6.10% |
| Coupon Yield | 3.90% |
| 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 | 19/07/2023 |
| Date of maturity | 19/07/2024 |
| Last trading day | 15/07/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 63.9300 |
| Maximum yield | 64.29% |
| Maximum yield p.a. | 355.52% |
| Sideways yield | -1.37% |
| Sideways yield p.a. | -7.56% |
market maker quality Date: 13/05/2024
| Average Spread | 0.80% |
| Last Best Bid Price | 62.73 % |
| Last Best Ask Price | 63.23 % |
| 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 | 312,247 EUR |
| Average Sell Value | 314,747 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 |
90.69 EUR
|
25.165 EUR
|
30.245 EUR
|
| Date | 14/05/24 13:48 | 14/05/24 13:47 | 14/05/24 13:48 |
| Cap | 93.18 EUR | 20.22 EUR | 50.63 EUR |
| Distance to Cap | -0.470001 | 5.02 | -21.25 |
| Distance to Cap in % | -0.51% | 19.89% | -72.33% |
| Is Cap Level reached | No | No | No |
| Barrier | 56.8398 EUR | 12.3342 EUR | 30.8843 EUR |
| Distance to Barrier | 35.8702 | 12.9058 | 0.7757 |
| Distance to Barrier in % | 38.69% | 51.13% | 2.45% |
| Is Barrier reached | No | No | Yes |
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