ZKB Reverse Convertible on worst of Last Look

Termsheet  
Symbol: Z08FDZ
Underlyings: BASF SE / Intel Corp. / Walt Disney Co.
ISIN: CH1273474747
Issuer:
Zürcher Kantonalbank

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 78.40
    
Ask 79.40
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:0078798081

More Product Information

Details Underlying Information & Tools

Core Data

Name ZKB Reverse Convertible on worst of Last Look
ISIN CH1273474747
Valor 127347474
Symbol Z08FDZ
Outperformance Level 31.8766
Quotation in percent Yes
Coupon p.a. 12.70%
Coupon Premium 9.48%
Coupon Yield 3.22%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency Euro
First Trading Date 02/11/2023
Date of maturity 02/11/2026
Last trading day 26/10/2026
Settlement Type Path-dependent
IRS 871m Potentially in scope for combined transactions
Currency safeguarded Yes
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 79.9200
Maximum yield 56.95%
Maximum yield p.a. 36.73%
Sideways yield 9.97%
Sideways yield p.a. 6.43%

market maker quality Date: 14/04/2025

Average Spread 1.27%
Last Best Bid Price 79.44 %
Last Best Ask Price 80.44 %
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 392,625 EUR
Average Sell Value 397,625 EUR
Spreads Availability Ratio 99.97%
Quote Availability 99.97%

Underlyings

Name BASF SE Intel Corp. Walt Disney Co.
ISIN DE000BASF111 US4581401001 US2546871060
Price 42.01 EUR 17.61 EUR 75.445 EUR
Date 15/04/25 23:00 15/04/25 22:59 15/04/25 22:59
Cap 40.3613 EUR 31.8696 USD 78.1844 USD
Distance to Cap 1.8087 -11.5596 7.3056
Distance to Cap in % 4.29% -56.92% 8.55%
Is Cap Level reached No No No

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