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Barrier Reverse Convertible with European Knock-In
Symbol:
Z097BZ
ISIN:
CH1329109073
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:10:00 |
|
105.98 %
|
106.48 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 106.22 | ||||
| Diff. absolute / % | -0.26 | -0.24% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible with European Knock-In |
| ISIN | CH1329109073 |
| Valor | 132910907 |
| Symbol | Z097BZ |
| Barrier | 51.41 USD |
| Cap | 79.09 USD |
| Quotation in percent | Yes |
| Coupon p.a. | 7.48% |
| Coupon Premium | 6.15% |
| Coupon Yield | 1.33% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 04/03/2024 |
| Date of maturity | 05/03/2025 |
| Last trading day | 26/02/2025 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | Yes |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Nvidia Corp. |
| ISIN | US67066G1040 |
| Price |
117.98 EUR
|
| Date | 16/07/24 13:25 |
| Ratio | 0.079092 |
| Cap | 79.092 USD |
| Barrier | 51.4098 USD |
Key data
| Ask Price (basis for calculation) | 106.4400 |
| Maximum yield | 1.00% |
| Maximum yield p.a. | 1.57% |
| Sideways yield | 1.00% |
| Sideways yield p.a. | 1.57% |
| Distance to Cap | 49.338 |
| Distance to Cap in % | 38.42% |
| Is Cap Level reached | No |
| Distance to Barrier | 77.0202 |
| Distance to Barrier in % | 59.97% |
| Is Barrier reached | No |
market maker quality Date: 15/07/2024
| Average Spread | 0.47% |
| Last Best Bid Price | 106.04 % |
| Last Best Ask Price | 106.54 % |
| 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 | 530,324 CHF |
| Average Sell Value | 532,824 CHF |
| Spreads Availability Ratio | 99.07% |
| Quote Availability | 99.07% |
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