SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
14:32:00 |
105.68 %
|
106.18 %
|
CHF | |
Volume |
500,000
|
250,000
|
nominal |
Closing prev. day | 105.59 | ||||
Diff. absolute / % | 0.09 | +0.09% |
Last Price | 99.15 | Volume | 30,000 | |
Time | 13:46:03 | Date | 27/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1303970193 |
Valor | 130397019 |
Symbol | Z08IIZ |
Barrier | 57.93 CHF |
Cap | 70.65 CHF |
Quotation in percent | Yes |
Coupon p.a. | 12.40% |
Coupon Premium | 10.68% |
Coupon Yield | 1.72% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (Bachem Hldg. AG - 17/01/2024) |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/11/2023 |
Date of maturity | 23/05/2024 |
Last trading day | 15/05/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 106.1400 |
Maximum yield | 0.07% |
Maximum yield p.a. | 1.32% |
Sideways yield | 0.07% |
Sideways yield p.a. | 1.32% |
Distance to Cap | 9.45 |
Distance to Cap in % | 11.80% |
Is Cap Level reached | No |
Distance to Barrier | 0.717001 |
Distance to Barrier in % | 1.22% |
Is Barrier reached | Yes |
Average Spread | 0.47% |
Last Best Bid Price | 105.58 % |
Last Best Ask Price | 106.08 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 528,116 CHF |
Average Sell Value | 265,308 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |