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Multi Barrier Reverse Convertible
Symbol:
Z087LZ
ISIN:
CH1273458914
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 57.98 | ||||
| Diff. absolute / % | -0.20 | -0.34% | |||
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 | CH1273458914 |
| Valor | 127345891 |
| Symbol | Z087LZ |
| Quotation in percent | Yes |
| Coupon p.a. | 8.30% |
| Coupon Premium | 4.47% |
| Coupon Yield | 3.83% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Bayer AG - 30/01/2024) |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 18/09/2023 |
| Date of maturity | 18/09/2024 |
| Last trading day | 11/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 59.9400 |
| Maximum yield | 73.80% |
| Maximum yield p.a. | 195.18% |
| Sideways yield | -1.38% |
| Sideways yield p.a. | -3.64% |
market maker quality Date: 02/05/2024
| Average Spread | 3.36% |
| Last Best Bid Price | 57.98 % |
| Last Best Ask Price | 59.98 % |
| 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 | 292,917 EUR |
| Average Sell Value | 302,917 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Sanofi S.A. | Merck KGaA | Bayer AG |
| ISIN | FR0000120578 | DE0006599905 | DE000BAY0017 |
| Price |
91.345 EUR
|
152.375 EUR
|
28.1025 EUR
|
| Date | 06/05/24 08:33 | 06/05/24 08:33 | 06/05/24 08:33 |
| Cap | 101.82 EUR | 165.000 EUR | 51.20 EUR |
| Distance to Cap | -9.98 | -14.7 | -23.07 |
| Distance to Cap in % | -10.87% | -9.78% | -82.01% |
| Is Cap Level reached | No | No | No |
| Barrier | 60.0738 EUR | 97.35 EUR | 30.208 EUR |
| Distance to Barrier | 31.2262 | 54.65 | 0.537001 |
| Distance to Barrier in % | 34.20% | 35.95% | 1.75% |
| Is Barrier reached | No | No | Yes |
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