Login
Barrier Reverse Convertible
Symbol:
Z097CZ
ISIN:
CH1329109263
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
03.05.24
12:39:00 |
|
104.39 %
|
104.89 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 104.56 | ||||
| Diff. absolute / % | -0.18 | -0.17% | |||
Determined prices
| Last Price | 103.80 | Volume | 30,000 | |
| Time | 15:20:20 | Date | 19/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1329109263 |
| Valor | 132910926 |
| Symbol | Z097CZ |
| Barrier | 57.28 CHF |
| Cap | 69.85 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 15.40% |
| Coupon Premium | 13.89% |
| Coupon Yield | 1.51% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/03/2024 |
| Date of maturity | 05/09/2024 |
| Last trading day | 27/08/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 104.8300 |
| Maximum yield | 2.80% |
| Maximum yield p.a. | 8.17% |
| Sideways yield | 2.80% |
| Sideways yield p.a. | 8.17% |
| Distance to Cap | 9.55 |
| Distance to Cap in % | 12.03% |
| Is Cap Level reached | No |
| Distance to Barrier | 22.123 |
| Distance to Barrier in % | 27.86% |
| Is Barrier reached | No |
market maker quality Date: 02/05/2024
| Average Spread | 0.48% |
| Last Best Bid Price | 104.21 % |
| Last Best Ask Price | 104.71 % |
| 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 | 522,270 CHF |
| Average Sell Value | 524,770 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)