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Barrier Reverse Convertible
Symbol:
Z081SZ
ISIN:
CH1273448840
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:15:00 |
|
96.30 %
|
96.90 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 94.70 | ||||
| Diff. absolute / % | 1.59 | +1.68% | |||
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 |
| ISIN | CH1273448840 |
| Valor | 127344884 |
| Symbol | Z081SZ |
| Barrier | 8.60 USD |
| Cap | 17.55 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 22.00% |
| Coupon Premium | 16.62% |
| Coupon Yield | 5.38% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Sunrun Inc. - 25/10/2023) |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 14/08/2023 |
| Date of maturity | 14/08/2024 |
| Last trading day | 07/08/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Sunrun Inc. |
| ISIN | US86771W1053 |
| Price |
14.539 EUR
|
| Date | 16/07/24 13:29 |
| Ratio | 0.01755 |
| Cap | 17.55 USD |
| Barrier | 8.5995 USD |
Key data
| Ask Price (basis for calculation) | 96.0200 |
| Maximum yield | 15.66% |
| Maximum yield p.a. | 197.15% |
| Sideways yield | 4.42% |
| Sideways yield p.a. | 55.61% |
| Distance to Cap | -1.895 |
| Distance to Cap in % | -12.10% |
| Is Cap Level reached | No |
| Distance to Barrier | 1.0755 |
| Distance to Barrier in % | 11.12% |
| Is Barrier reached | Yes |
market maker quality Date: 15/07/2024
| Average Spread | 0.62% |
| Last Best Bid Price | 94.10 % |
| Last Best Ask Price | 94.70 % |
| 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 | 240,176 USD |
| Average Sell Value | 241,676 USD |
| Spreads Availability Ratio | 92.09% |
| Quote Availability | 92.09% |
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