Multi Barrier Reverse Convertible

Symbol: Z07MRZ
ISIN: CH1252905372
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 75.44
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 98.84 Volume 10,000
Time 16:03:36 Date 06/11/2024

More Product Information

Core Data

Name Multi Barrier Reverse Convertible
ISIN CH1252905372
Valor 125290537
Symbol Z07MRZ
Quotation in percent Yes
Coupon p.a. 8.00%
Coupon Premium 6.15%
Coupon Yield 1.85%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Nestlé S.A. - 12/11/2024)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 26/05/2023
Date of maturity 26/11/2024
Last trading day 19/11/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 75.4400
Maximum yield 43.23%
Maximum yield p.a. n/a
Sideways yield -0.23%
Sideways yield p.a. -12.01%

market maker quality Date: -

Average Spread -
Last Best Bid Price - %
Last Best Ask Price - %
Last Best Bid Volume 0
Last Best Ask Volume 0
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 CHF
Average Sell Value 0 CHF
Spreads Availability Ratio -
Quote Availability -

Underlyings

Name Nestlé S.A. Zurich Insurance Group AG Roche AG Novartis Sandoz Basket
ISIN CH0038863350 CH0011075394 CH0012032048 DE000A3EVDT4
Price 76.00 CHF 553.00 CHF 254.30 CHF -
Date 22/11/24 17:30 22/11/24 17:30 22/11/24 17:30 -
Cap 113.82 CHF 428.10 CHF 288.25 CHF 90.51 CHF
Distance to Cap -37.32 101.3 -39.15 10.125
Distance to Cap in % -48.78% 19.13% -15.72% 10.06%
Is Cap Level reached No No No No
Barrier 78.5358 CHF 295.389 CHF 198.893 CHF 62.4519 CHF
Distance to Barrier 0.484197 235.411 51.6075 38.5406
Distance to Barrier in % 0.61% 44.35% 20.60% 38.16%
Is Barrier reached Yes No No No

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