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Autocallable Reverse Convertible Defensive worst
Symbol:
Z07SNZ
ISIN:
CH1252911693
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:34:00 |
|
65.19 %
|
65.89 %
|
USD |
| Volume |
150,000
|
150,000
|
nominal | |
Performance
| Closing prev. day | 66.06 | ||||
| Diff. absolute / % | -0.80 | -1.21% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Autocallable Reverse Convertible Defensive worst |
| ISIN | CH1252911693 |
| Valor | 125291169 |
| Symbol | Z07SNZ |
| Outperformance Level | 153.8920 |
| Quotation in percent | Yes |
| Coupon p.a. | 12.00% |
| Coupon Premium | 7.18% |
| Coupon Yield | 4.82% |
| Type | Reverse Convertibles |
| SVSP Code | 1220 |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 16/06/2023 |
| Date of maturity | 16/12/2024 |
| Last trading day | 09/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 65.7900 |
| Maximum yield | 61.19% |
| Maximum yield p.a. | 145.99% |
| Sideways yield p.a. | - |
market maker quality Date: 15/07/2024
| Average Spread | 1.07% |
| Last Best Bid Price | 65.36 % |
| Last Best Ask Price | 66.06 % |
| Last Best Bid Volume | 150,000 |
| Last Best Ask Volume | 150,000 |
| Average Buy Volume | 150,000 |
| Average Sell Volume | 150,000 |
| Average Buy Value | 98,037 USD |
| Average Sell Value | 99,087 USD |
| Spreads Availability Ratio | 79.28% |
| Quote Availability | 79.28% |
Underlyings
| Name | Occidental Petroleum Corp. | Albemarle Corp. | Darling Ingredients Inc. |
| ISIN | US6745991058 | US0126531013 | US2372661015 |
| Price |
56.51 EUR
|
88.03 EUR
|
34.205 EUR
|
| Date | 16/07/24 13:49 | 16/07/24 13:50 | 16/07/24 13:44 |
| Cap | 41.797 USD | 153.734 USD | 44.226 USD |
| Distance to Cap | 20.233 | -58.264 | -6.976 |
| Distance to Cap in % | 32.62% | -61.03% | -18.73% |
| Is Cap Level reached | No | No | No |
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