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Callable Barrier Reverse Convertible
Symbol:
Z098RZ
ISIN:
CH1329112788
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.05.24
11:45:00 |
|
100.97 %
|
101.67 %
|
EUR |
| Volume |
150,000
|
150,000
|
nominal | |
Performance
| Closing prev. day | 101.33 | ||||
| Diff. absolute / % | -0.36 | -0.36% | |||
Determined prices
| Last Price | 98.40 | Volume | 100,000 | |
| Time | 09:52:20 | Date | 18/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1329112788 |
| Valor | 132911278 |
| Symbol | Z098RZ |
| Quotation in percent | Yes |
| Coupon p.a. | 11.00% |
| Coupon Premium | 7.74% |
| Coupon Yield | 3.26% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Euro |
| First Trading Date | 25/03/2024 |
| Date of maturity | 25/09/2025 |
| Last trading day | 18/09/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 101.7000 |
| Maximum yield | 14.60% |
| Maximum yield p.a. | 10.68% |
| Sideways yield | 14.60% |
| Sideways yield p.a. | 10.68% |
market maker quality Date: 13/05/2024
| Average Spread | 0.69% |
| Last Best Bid Price | 100.89 % |
| Last Best Ask Price | 101.59 % |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 150,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 151,184 EUR |
| Average Sell Value | 152,234 EUR |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | Sanofi S.A. | Royal Philips Electronics N.V. | Bayer AG |
| ISIN | FR0000120578 | NL0000009538 | DE000BAY0017 |
| Price |
90.99 EUR
|
25.04 EUR
|
29.7575 EUR
|
| Date | 14/05/24 12:01 | 14/05/24 12:01 | 14/05/24 12:01 |
| Cap | 88.00 EUR | 19.086 EUR | 26.215 EUR |
| Distance to Cap | 4.71 | 6.154 | 3.165 |
| Distance to Cap in % | 5.08% | 24.38% | 10.77% |
| Is Cap Level reached | No | No | No |
| Barrier | 43.12 EUR | 9.3521 EUR | 12.8454 EUR |
| Distance to Barrier | 49.59 | 15.8879 | 16.5346 |
| Distance to Barrier in % | 53.49% | 62.95% | 56.28% |
| Is Barrier reached | No | No | No |
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