SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
12:48:00 |
![]() |
103.94 %
|
104.44 %
|
CHF |
Volume |
500,000
|
500,000
|
nominal |
Closing prev. day | 103.92 | ||||
Diff. absolute / % | 0.02 | +0.02% |
Last Price | 100.78 | Volume | 10,000 | |
Time | 11:30:56 | Date | 12/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1273451828 |
Valor | 127345182 |
Symbol | Z083SZ |
Barrier | 93.06 CHF |
Cap | 132.94 CHF |
Quotation in percent | Yes |
Coupon p.a. | 9.02% |
Coupon Premium | 7.17% |
Coupon Yield | 1.86% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/08/2023 |
Date of maturity | 19/08/2024 |
Last trading day | 12/08/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 104.4400 |
Maximum yield | 0.09% |
Maximum yield p.a. | 0.98% |
Sideways yield | 0.09% |
Sideways yield p.a. | 0.98% |
Distance to Cap | 4.71406 |
Distance to Cap in % | 3.42% |
Is Cap Level reached | No |
Distance to Barrier | 44.5948 |
Distance to Barrier in % | 32.40% |
Is Barrier reached | No |
Average Spread | 0.48% |
Last Best Bid Price | 103.88 % |
Last Best Ask Price | 104.38 % |
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 | 519,419 CHF |
Average Sell Value | 521,919 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |