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Barrier Reverse Convertible
Symbol:
Z08IHZ
ISIN:
CH1303969658
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
02.05.24
13:03:00 |
|
107.29 %
|
107.79 %
|
EUR |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 107.26 | ||||
| Diff. absolute / % | 0.03 | +0.03% | |||
Determined prices
| Last Price | 105.79 | Volume | 30,000 | |
| Time | 15:18:50 | Date | 22/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1303969658 |
| Valor | 130396965 |
| Symbol | Z08IHZ |
| Barrier | 88.43 EUR |
| Cap | 107.84 EUR |
| Quotation in percent | Yes |
| Coupon p.a. | 15.80% |
| Coupon Premium | 11.83% |
| Coupon Yield | 3.97% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 21/11/2023 |
| Date of maturity | 22/05/2024 |
| Last trading day | 14/05/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Volkswagen AG (Vz) |
| ISIN | DE0007664039 |
| Price |
115.275 EUR
|
| Date | 02/05/24 16:19 |
| Ratio | 0.10784 |
| Cap | 107.84 EUR |
| Barrier | 88.4288 EUR |
Key data
| Ask Price (basis for calculation) | 107.7900 |
| Maximum yield | 0.12% |
| Maximum yield p.a. | 2.23% |
| Sideways yield | 0.12% |
| Sideways yield p.a. | 2.23% |
| Distance to Cap | 7.31 |
| Distance to Cap in % | 6.35% |
| Is Cap Level reached | No |
| Distance to Barrier | 26.7212 |
| Distance to Barrier in % | 23.21% |
| Is Barrier reached | No |
market maker quality Date: 30/04/2024
| Average Spread | 0.47% |
| Last Best Bid Price | 107.26 % |
| Last Best Ask Price | 107.76 % |
| 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 | 536,300 EUR |
| Average Sell Value | 538,800 EUR |
| Spreads Availability Ratio | 99.39% |
| Quote Availability | 99.39% |
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