SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
12:01:00 |
104.75 %
|
105.25 %
|
CHF | |
Volume |
250,000
|
250,000
|
nominal |
Closing prev. day | 105.14 | ||||
Diff. absolute / % | -0.38 | -0.36% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1273474150 |
Valor | 127347415 |
Symbol | Z08F8Z |
Barrier | 238.95 CHF |
Cap | 318.60 CHF |
Quotation in percent | Yes |
Coupon p.a. | 9.95% |
Coupon Premium | 8.32% |
Coupon Yield | 1.64% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2023 |
Date of maturity | 03/02/2025 |
Last trading day | 27/01/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 105.2500 |
Maximum yield | 2.15% |
Maximum yield p.a. | 2.84% |
Sideways yield | 2.15% |
Sideways yield p.a. | 2.84% |
Distance to Cap | 201.2 |
Distance to Cap in % | 38.71% |
Is Cap Level reached | No |
Distance to Barrier | 280.85 |
Distance to Barrier in % | 54.03% |
Is Barrier reached | No |
Average Spread | 0.48% |
Last Best Bid Price | 104.67 % |
Last Best Ask Price | 105.17 % |
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 | 261,778 CHF |
Average Sell Value | 263,028 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |