SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
10:05:00 |
![]() |
102.96 %
|
103.56 %
|
USD |
Volume |
250,000
|
250,000
|
nominal |
Closing prev. day | 102.94 | ||||
Diff. absolute / % | 0.02 | +0.02% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1273444468 |
Valor | 127344446 |
Symbol | Z07Z3Z |
Barrier | 125.59 USD |
Cap | 193.22 USD |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 1.52% |
Coupon Yield | 5.48% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 02/08/2023 |
Date of maturity | 02/08/2024 |
Last trading day | 29/07/2024 |
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) | 103.5600 |
Maximum yield | -0.04% |
Maximum yield p.a. | -0.85% |
Sideways yield | -0.04% |
Sideways yield p.a. | -0.85% |
Distance to Cap | 41.21 |
Distance to Cap in % | 17.58% |
Is Cap Level reached | No |
Distance to Barrier | 108.837 |
Distance to Barrier in % | 46.43% |
Is Barrier reached | No |
Average Spread | 0.58% |
Last Best Bid Price | 102.94 % |
Last Best Ask Price | 103.54 % |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 250,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 257,350 USD |
Average Sell Value | 258,850 USD |
Spreads Availability Ratio | 99.07% |
Quote Availability | 99.07% |