SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
07.05.24
11:31:00 |
104.08 %
|
104.58 %
|
USD | |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 103.91 | ||||
Diff. absolute / % | 0.17 | +0.16% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | ZKB Reverse Convertible |
ISIN | CH1329123694 |
Valor | 132912369 |
Symbol | Z09E3Z |
Outperformance Level | 171.1740 |
Quotation in percent | Yes |
Coupon p.a. | 21.60% |
Coupon Premium | 16.09% |
Coupon Yield | 5.51% |
Type | Reverse Convertibles |
SVSP Code | 1220 |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 22/04/2024 |
Date of maturity | 22/07/2024 |
Last trading day | 15/07/2024 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 104.5700 |
Maximum yield | 0.78% |
Maximum yield p.a. | 3.74% |
Sideways yield | 0.78% |
Sideways yield p.a. | 3.74% |
Distance to Cap | 13.52 |
Distance to Cap in % | 7.96% |
Is Cap Level reached | No |
Average Spread | 0.48% |
Last Best Bid Price | 103.85 % |
Last Best Ask Price | 104.35 % |
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 | 519,328 USD |
Average Sell Value | 521,828 USD |
Spreads Availability Ratio | 99.18% |
Quote Availability | 99.18% |