ZKB Reverse Convertible on worst of Last Look

Termsheet  
Symbol: Z09ANZ
Underlyings: ASML Hldg. N.V. / KLA-Tencor Corp. / Microsoft Corp.
ISIN: CH1329116946
Issuer:
Zürcher Kantonalbank
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Details Underlying Information & Tools

Core Data

Name ZKB Reverse Convertible on worst of Last Look
ISIN CH1329116946
Valor 132911694
Symbol Z09ANZ
Outperformance Level 434.0430
Quotation in percent Yes
Coupon p.a. 8.80%
Coupon Premium 7.41%
Coupon Yield 1.39%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 25/03/2024
Date of maturity 25/03/2025
Last trading day 17/03/2025
Settlement Type Path-dependent
IRS 871m Potentially in scope for combined transactions
Currency safeguarded Yes
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 100.6600
Maximum yield 8.09%
Maximum yield p.a. 8.94%
Sideways yield 4.54%
Sideways yield p.a. 5.03%

market maker quality Date: 26/04/2024

Average Spread 0.50%
Last Best Bid Price 100.18 %
Last Best Ask Price 100.68 %
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 498,258 CHF
Average Sell Value 500,758 CHF
Spreads Availability Ratio 97.88%
Quote Availability 97.88%

Underlyings

Name Microsoft Corp. KLA-Tencor Corp. ASML Hldg. N.V.
ISIN US5949181045 US4824801009 NL0010273215
Price 374.975 EUR 662.70 EUR 847.30 EUR
Date 29/04/24 22:12 29/04/24 22:11 29/04/24 22:10
Cap 333.136 USD 547.12 USD 686.16 EUR
Distance to Cap 68.434 162.23 172.64
Distance to Cap in % 17.04% 22.87% 20.10%
Is Cap Level reached No No No

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