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Barrier Reverse Convertible
Symbol:
Z08B2Z
ISIN:
CH1273465083
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
06.05.24
15:39:00 |
|
82.25 %
|
82.75 %
|
CHF |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 82.07 | ||||
| Diff. absolute / % | 0.19 | +0.23% | |||
Determined prices
| Last Price | 84.61 | Volume | 3,000 | |
| Time | 12:45:55 | Date | 01/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1273465083 |
| Valor | 127346508 |
| Symbol | Z08B2Z |
| Barrier | 1.10 CHF |
| Cap | 1.57 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 13.00% |
| Coupon Premium | 11.22% |
| Coupon Yield | 1.78% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (AMS-OSRAM AG - 12/03/2024) |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/10/2023 |
| Date of maturity | 11/10/2024 |
| Last trading day | 04/10/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 83.2300 |
| Maximum yield | 35.81% |
| Maximum yield p.a. | 82.73% |
| Sideways yield p.a. | - |
| Distance to Cap | -0.3598 |
| Distance to Cap in % | -29.75% |
| Is Cap Level reached | No |
| Distance to Barrier | 0.068 |
| Distance to Barrier in % | 5.83% |
| Is Barrier reached | Yes |
market maker quality Date: 03/05/2024
| Average Spread | 0.61% |
| Last Best Bid Price | 82.07 % |
| Last Best Ask Price | 82.57 % |
| 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 | 205,785 CHF |
| Average Sell Value | 207,035 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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