SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 98.81 | ||||
Diff. absolute / % | -0.96 | -0.97% |
Last Price | 97.89 | Volume | 30,000 | |
Time | 15:40:32 | Date | 25/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1304003598 |
Valor | 130400359 |
Symbol | Z24AFZ |
Barrier | 65.45 CHF |
Cap | 93.49 CHF |
Quotation in percent | Yes |
Coupon p.a. | 26.20% |
Coupon Premium | 24.71% |
Coupon Yield | 1.49% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/02/2024 |
Date of maturity | 20/08/2024 |
Last trading day | 13/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 98.2400 |
Maximum yield | 15.09% |
Maximum yield p.a. | 50.07% |
Sideways yield | 15.09% |
Sideways yield p.a. | 50.07% |
Distance to Cap | -11.8946 |
Distance to Cap in % | -14.58% |
Is Cap Level reached | No |
Distance to Barrier | 16.1538 |
Distance to Barrier in % | 19.80% |
Is Barrier reached | No |
Average Spread | 0.50% |
Last Best Bid Price | 98.31 % |
Last Best Ask Price | 98.81 % |
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 | 497,662 CHF |
Average Sell Value | 500,162 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |