Multi Barrier Reverse Convertible

Termsheet  
Symbol: Z0879Z
Underlyings: Ahold Delhaize N.V. / ASML Hldg. N.V. / ING Groep N.V.
ISIN: CH1273458203
Issuer:
Zürcher Kantonalbank
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More Product Information

Details Underlying Information & Tools

Core Data

Name Multi Barrier Reverse Convertible
ISIN CH1273458203
Valor 127345820
Symbol Z0879Z
Quotation in percent Yes
Coupon p.a. 10.00%
Coupon Premium 6.20%
Coupon Yield 3.80%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Euro
First Trading Date 11/09/2023
Date of maturity 11/09/2024
Last trading day 04/09/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 103.2200
Maximum yield 1.75%
Maximum yield p.a. 4.63%
Sideways yield 1.75%
Sideways yield p.a. 4.63%

market maker quality Date: 25/04/2024

Average Spread 0.49%
Last Best Bid Price 102.42 %
Last Best Ask Price 102.92 %
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 512,066 EUR
Average Sell Value 514,566 EUR
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name ING Groep N.V. Ahold Delhaize N.V. ASML Hldg. N.V.
ISIN NL0011821202 NL0011794037 NL0010273215
Price 14.909 EUR 27.995 EUR 859.85 EUR
Date 28/04/24 19:03 28/04/24 19:03 28/04/24 19:03
Cap 12.97 EUR 30.37 EUR 616.80 EUR
Distance to Cap 1.724 -2.49 216.9
Distance to Cap in % 11.73% -8.93% 26.02%
Is Cap Level reached No No No
Barrier 7.1335 EUR 16.7035 EUR 339.24 EUR
Distance to Barrier 7.5605 11.1765 494.46
Distance to Barrier in % 51.45% 40.09% 59.31%
Is Barrier reached No No No

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