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Multi Barrier Reverse Convertible
Symbol:
Z0928Z
ISIN:
CH1303996065
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
14:30:00 |
|
105.76 %
|
106.26 %
|
USD |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 106.12 | ||||
| Diff. absolute / % | -0.32 | -0.30% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1303996065 |
| Valor | 130399606 |
| Symbol | Z0928Z |
| Quotation in percent | Yes |
| Coupon p.a. | 10.00% |
| Coupon Premium | 5.06% |
| Coupon Yield | 4.94% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 14/02/2024 |
| Date of maturity | 14/02/2025 |
| Last trading day | 10/02/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 106.6700 |
| Maximum yield | 3.15% |
| Maximum yield p.a. | 5.39% |
| Sideways yield | 3.15% |
| Sideways yield p.a. | 5.39% |
market maker quality Date: 15/07/2024
| Average Spread | 0.47% |
| Last Best Bid Price | 106.12 % |
| Last Best Ask Price | 106.62 % |
| 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 | 530,075 USD |
| Average Sell Value | 532,575 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | JPMorgan Chase & Co. | Goldman Sachs Group Inc. | Morgan Stanley |
| ISIN | US46625H1005 | US38141G1040 | US6174464486 |
| Price |
193.65 EUR
|
451.00 EUR
|
94.14 EUR
|
| Date | 16/07/24 14:44 | 16/07/24 14:44 | 16/07/24 14:44 |
| Cap | 174.80 USD | 385.04 USD | 85.65 USD |
| Distance to Cap | 35.31 | 107.59 | 19.69 |
| Distance to Cap in % | 16.81% | 21.84% | 18.69% |
| Is Cap Level reached | No | No | No |
| Barrier | 111.872 USD | 246.426 USD | 54.816 USD |
| Distance to Barrier | 98.238 | 246.204 | 50.524 |
| Distance to Barrier in % | 46.76% | 49.98% | 47.96% |
| Is Barrier reached | No | No | No |
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