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ZKB Reverse Convertible on worst of Last Look
Symbol:
Z08FFZ
ISIN:
CH1273474796
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
16:08:00 |
|
101.74 %
|
102.24 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 101.80 | ||||
| Diff. absolute / % | 0.06 | +0.06% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | ZKB Reverse Convertible on worst of Last Look |
| ISIN | CH1273474796 |
| Valor | 127347479 |
| Symbol | Z08FFZ |
| Outperformance Level | 39.6686 |
| Quotation in percent | Yes |
| Coupon p.a. | 11.00% |
| Coupon Premium | 9.55% |
| Coupon Yield | 1.45% |
| Type | Reverse Convertibles |
| SVSP Code | 1220 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 02/11/2023 |
| Date of maturity | 02/11/2026 |
| Last trading day | 26/10/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 102.3500 |
| Maximum yield | 29.98% |
| Maximum yield p.a. | 11.98% |
| Sideways yield | 23.97% |
| Sideways yield p.a. | 9.58% |
market maker quality Date: 02/05/2024
| Average Spread | 0.49% |
| Last Best Bid Price | 101.30 % |
| Last Best Ask Price | 101.80 % |
| 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 | 507,857 CHF |
| Average Sell Value | 510,357 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | BASF SE | Intel Corp. | Walt Disney Co. |
| ISIN | DE000BASF111 | US4581401001 | US2546871060 |
| Price |
49.0025 EUR
|
28.72 EUR
|
105.19 EUR
|
| Date | 03/05/24 16:22 | 03/05/24 16:22 | 03/05/24 16:21 |
| Cap | 40.3613 EUR | 31.8696 USD | 78.1844 USD |
| Distance to Cap | 8.2837 | -1.3496 | 34.4456 |
| Distance to Cap in % | 17.03% | -4.42% | 30.58% |
| Is Cap Level reached | No | No | No |
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