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Multi Barrier Reverse Convertible
Symbol:
Z08RSZ
ISIN:
CH1303970672
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:46:00 |
|
103.55 %
|
104.05 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 104.23 | ||||
| Diff. absolute / % | -1.15 | -1.10% | |||
Determined prices
| Last Price | 90.60 | Volume | 15,000 | |
| Time | 11:40:42 | Date | 02/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1303970672 |
| Valor | 130397067 |
| Symbol | Z08RSZ |
| Quotation in percent | Yes |
| Coupon p.a. | 14.00% |
| Coupon Premium | 12.37% |
| Coupon Yield | 1.63% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/12/2023 |
| Date of maturity | 04/12/2024 |
| Last trading day | 27/11/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 104.5100 |
| Maximum yield | 9.12% |
| Maximum yield p.a. | 23.60% |
| Sideways yield | 9.12% |
| Sideways yield p.a. | 23.60% |
market maker quality Date: 15/07/2024
| Average Spread | 0.48% |
| Last Best Bid Price | 104.23 % |
| Last Best Ask Price | 104.73 % |
| 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 | 520,320 CHF |
| Average Sell Value | 522,820 CHF |
| Spreads Availability Ratio | 85.50% |
| Quote Availability | 85.50% |
Underlyings
| Name | Advanced Micro Devices Inc. | Apple Inc. | Microsoft Corp. | Intel Corp. | Alphabet Inc. (C) |
| ISIN | US0079031078 | US0378331005 | US5949181045 | US4581401001 | US02079K1079 |
| Price |
162.79 EUR
|
215.075 EUR
|
414.425 EUR
|
31.5325 EUR
|
172.95 EUR
|
| Date | 16/07/24 16:00 | 16/07/24 16:00 | 16/07/24 16:00 | 16/07/24 16:00 | 16/07/24 16:00 |
| Cap | 122.65 USD | 189.79 USD | 378.61 USD | 44.08 USD | 138.05 USD |
| Distance to Cap | 57.16 | 44.64 | 75.63 | -9.6 | 50.16 |
| Distance to Cap in % | 31.79% | 19.04% | 16.65% | -27.84% | 26.65% |
| Is Cap Level reached | No | No | No | No | No |
| Barrier | 72.3635 USD | 111.976 USD | 223.38 USD | 26.0072 USD | 81.4495 USD |
| Distance to Barrier | 107.446 | 122.454 | 230.86 | 8.4728 | 106.761 |
| Distance to Barrier in % | 59.76% | 52.23% | 50.82% | 24.57% | 56.72% |
| Is Barrier reached | No | No | No | No | No |
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