SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
07.05.24
13:01:00 |
114.88 %
|
115.48 %
|
USD | |
Volume |
250,000
|
250,000
|
nominal |
Closing prev. day | 114.89 | ||||
Diff. absolute / % | -0.02 | -0.02% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible with European Knock-In |
ISIN | CH1273446315 |
Valor | 127344631 |
Symbol | Z07ZQZ |
Barrier | 297.26 USD |
Cap | 457.33 USD |
Quotation in percent | Yes |
Coupon p.a. | 12.25% |
Coupon Premium | 7.41% |
Coupon Yield | 4.84% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | European |
Currency | US Dollar |
First Trading Date | 04/08/2023 |
Date of maturity | 04/08/2025 |
Last trading day | 28/07/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 115.4600 |
Maximum yield | 7.86% |
Maximum yield p.a. | 6.32% |
Sideways yield | 7.86% |
Sideways yield p.a. | 6.32% |
Distance to Cap | 463.88 |
Distance to Cap in % | 50.36% |
Is Cap Level reached | No |
Distance to Barrier | 623.945 |
Distance to Barrier in % | 67.73% |
Is Barrier reached | No |
Average Spread | 0.52% |
Last Best Bid Price | 114.89 % |
Last Best Ask Price | 115.49 % |
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 | 286,963 USD |
Average Sell Value | 288,463 USD |
Spreads Availability Ratio | 99.18% |
Quote Availability | 99.18% |