Multi Barrier Reverse Convertible

Symbol: Z0857Z
ISIN: CH1273454368
Issuer:
Zürcher Kantonalbank
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SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 74.86
Diff. absolute / % 2.21 +2.82%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Multi Barrier Reverse Convertible
ISIN CH1273454368
Valor 127345436
Symbol Z0857Z
Quotation in percent Yes
Coupon p.a. 10.00%
Coupon Premium 8.14%
Coupon Yield 1.86%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Swatch Group I - 09/09/2024)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 04/09/2023
Date of maturity 04/03/2025
Last trading day 28/02/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Sideways yield p.a. -

market maker quality Date: 23/12/2024

Average Spread 0.67%
Last Best Bid Price 74.86 %
Last Best Ask Price 75.36 %
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 374,140 CHF
Average Sell Value 376,640 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name SGS SA Swatch Group I Julius Baer Group
ISIN CH1256740924 CH0012255151 CH0102484968
Price 90.64 CHF 162.00 CHF 57.7600 CHF
Date 23/12/24 17:31 23/12/24 17:31 23/12/24 17:31
Cap 79.50 CHF 248.10 CHF 59.60 CHF
Distance to Cap 11.14 -86.1 -1.84
Distance to Cap in % 12.29% -53.15% -3.19%
Is Cap Level reached No No No
Barrier 51.675 CHF 161.265 CHF 38.74 CHF
Distance to Barrier 38.965 1.38499 19.02
Distance to Barrier in % 42.99% 0.85% 32.93%
Is Barrier reached No Yes No

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