Multi Barrier Reverse Convertible

Termsheet  
Symbol: Z06ZRZ
Underlyings: Compagnie Financière Richemont SA / Nestlé S.A. / Novartis Sandoz Basket / Roche AG / Zurich Insurance Group AG
ISIN: CH1214883774
Issuer:
Zürcher Kantonalbank
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.07.24
10:05:00
106.62 %
107.12 %
CHF
Volume
500,000
500,000
nominal

Performance

Closing prev. day 106.61
Diff. absolute / % 0.01 +0.01%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Details Underlying Information & Tools

Core Data

Name Multi Barrier Reverse Convertible
ISIN CH1214883774
Valor 121488377
Symbol Z06ZRZ
Quotation in percent Yes
Coupon p.a. 7.00%
Coupon Premium 5.32%
Coupon Yield 1.68%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 21/02/2023
Date of maturity 21/08/2024
Last trading day 14/08/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 107.1200
Maximum yield 3.15%
Maximum yield p.a. 31.90%
Sideways yield 3.15%
Sideways yield p.a. 31.90%

market maker quality Date: 15/07/2024

Average Spread 0.47%
Last Best Bid Price 106.61 %
Last Best Ask Price 107.11 %
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 533,083 CHF
Average Sell Value 535,583 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Compagnie Financière Richemont SA Zurich Insurance Group AG Roche AG Novartis Sandoz Basket
ISIN CH0038863350 CH0210483332 CH0011075394 CH0012032048 DE000A3EVDT4
Price 92.8800 CHF 138.25 CHF 474.80 CHF 258.80 CHF -
Date 16/07/24 16:13 16/07/24 16:13 16/07/24 16:12 16/07/24 16:13 -
Cap 111.30 CHF 141.263 CHF 438.20 CHF 278.40 CHF 80.42 CHF
Distance to Cap -18.64 -2.66301 36.5 -20.5 26.94
Distance to Cap in % -20.12% -1.92% 7.69% -7.95% 25.09%
Is Cap Level reached No No No No No
Barrier 55.65 CHF 70.6315 CHF 219.10 CHF 139.20 CHF 40.21 CHF
Distance to Barrier 37.01 67.9685 255.6 118.7 67.15
Distance to Barrier in % 39.94% 49.04% 53.84% 46.03% 62.55%
Is Barrier reached No No No No No

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