SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
15:11:00 |
101.94 %
|
102.44 %
|
USD | |
Volume |
250,000
|
250,000
|
nominal |
Closing prev. day | 102.90 | ||||
Diff. absolute / % | -0.96 | -0.93% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1303981745 |
Valor | 130398174 |
Symbol | Z08YCZ |
Barrier | 114.63 USD |
Cap | 233.94 USD |
Quotation in percent | Yes |
Coupon p.a. | 12.00% |
Coupon Premium | 7.14% |
Coupon Yield | 4.86% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | US Dollar |
First Trading Date | 18/01/2024 |
Date of maturity | 17/01/2025 |
Last trading day | 10/01/2025 |
Settlement Type | Path-dependent |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 102.5100 |
Maximum yield | 9.26% |
Maximum yield p.a. | 18.27% |
Sideways yield | 9.26% |
Sideways yield p.a. | 18.27% |
Distance to Cap | 18.73 |
Distance to Cap in % | 7.41% |
Is Cap Level reached | No |
Distance to Barrier | 138.039 |
Distance to Barrier in % | 54.63% |
Is Barrier reached | No |
Average Spread | 0.49% |
Last Best Bid Price | 102.40 % |
Last Best Ask Price | 102.90 % |
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 | 255,997 USD |
Average Sell Value | 257,247 USD |
Spreads Availability Ratio | 84.64% |
Quote Availability | 84.64% |