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Barrier Reverse Convertible with European Knock-In
Symbol:
Z05UBZ
ISIN:
CH1164354735
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:18:00 |
|
115.58 %
|
123.58 %
|
USD |
| Volume |
250,000
|
25,000
|
nominal | |
Performance
| Closing prev. day | 115.57 | ||||
| Diff. absolute / % | 0.01 | +0.01% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible with European Knock-In |
| ISIN | CH1164354735 |
| Valor | 116435473 |
| Symbol | Z05UBZ |
| Barrier | 6.94 USD |
| Cap | 13.87 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 22.10% |
| Coupon Premium | 18.45% |
| Coupon Yield | 3.65% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | US Dollar |
| First Trading Date | 09/09/2022 |
| Date of maturity | 10/09/2024 |
| Last trading day | 03/09/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Petroleo Brasileiro ADR |
| ISIN | US71654V4086 |
| Price |
13.925 EUR
|
| Date | 16/07/24 13:55 |
| Ratio | 0.013873 |
| Cap | 13.8728 USD |
| Barrier | 6.9364 USD |
Key data
| Ask Price (basis for calculation) | 123.5800 |
| Maximum yield | -1.15% |
| Maximum yield p.a. | -7.49% |
| Sideways yield | -1.15% |
| Sideways yield p.a. | -7.49% |
| Distance to Cap | 1.3372 |
| Distance to Cap in % | 8.79% |
| Is Cap Level reached | No |
| Distance to Barrier | 8.2736 |
| Distance to Barrier in % | 54.40% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 6.69% |
| Last Best Bid Price | 115.57 % |
| Last Best Ask Price | 123.57 % |
| Last Best Bid Volume | 250,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 250,000 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 288,925 USD |
| Average Sell Value | 30,893 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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