ZKB Reverse Convertible on worst of Last Look

Termsheet  
Symbol: Z08FEZ
Underlyings: BASF SE / Intel Corp. / Walt Disney Co.
ISIN: CH1273474762
Issuer:
Zürcher Kantonalbank

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 79.66
    
Ask 80.66
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:007979.58080.58181.5

More Product Information

Details Underlying Information & Tools

Core Data

Name ZKB Reverse Convertible on worst of Last Look
ISIN CH1273474762
Valor 127347476
Symbol Z08FEZ
Outperformance Level 32.5282
Quotation in percent Yes
Coupon p.a. 14.50%
Coupon Premium 9.74%
Coupon Yield 4.76%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency US Dollar
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) 80.5700
Maximum yield 60.16%
Maximum yield p.a. 38.79%
Sideways yield 13.56%
Sideways yield p.a. 8.74%

market maker quality Date: 14/04/2025

Average Spread 1.26%
Last Best Bid Price 80.10 %
Last Best Ask Price 81.10 %
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 197,959 USD
Average Sell Value 200,459 USD
Spreads Availability Ratio 99.96%
Quote Availability 99.96%

Underlyings

Name BASF SE Intel Corp. Walt Disney Co.
ISIN DE000BASF111 US4581401001 US2546871060
Price 41.685 EUR 16.967 EUR 74.275 EUR
Date 16/04/25 08:21 16/04/25 08:22 16/04/25 08:21
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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