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Barrier Reverse Convertible
Symbol:
Z24AFZ
ISIN:
CH1304003598
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:48:00 |
|
63.12 %
|
63.62 %
|
CHF |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 63.54 | ||||
| Diff. absolute / % | -0.40 | -0.63% | |||
Determined prices
| Last Price | 84.74 | Volume | 3,000 | |
| Time | 09:55:41 | Date | 28/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1304003598 |
| Valor | 130400359 |
| Symbol | Z24AFZ |
| Barrier | 65.45 CHF |
| Cap | 93.49 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 26.20% |
| Coupon Premium | 24.71% |
| Coupon Yield | 1.49% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (DOCMORRIS AG - 21/05/2024) |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/02/2024 |
| Date of maturity | 20/08/2024 |
| Last trading day | 13/08/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 63.9500 |
| Maximum yield | 76.80% |
| Maximum yield p.a. | 800.93% |
| Sideways yield | -0.09% |
| Sideways yield p.a. | -0.97% |
| Distance to Cap | -45.9746 |
| Distance to Cap in % | -96.75% |
| Is Cap Level reached | No |
| Distance to Barrier | 4.5538 |
| Distance to Barrier in % | 6.51% |
| Is Barrier reached | Yes |
market maker quality Date: 15/07/2024
| Average Spread | 0.79% |
| Last Best Bid Price | 63.04 % |
| Last Best Ask Price | 63.54 % |
| 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 | 157,403 CHF |
| Average Sell Value | 158,653 CHF |
| Spreads Availability Ratio | 94.06% |
| Quote Availability | 94.06% |
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