SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
15:19:00 |
67.46 %
|
67.96 %
|
CHF | |
Volume |
500,000
|
250,000
|
nominal |
Closing prev. day | 67.61 | ||||
Diff. absolute / % | -0.09 | -0.13% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1329120146 |
Valor | 132912014 |
Symbol | Z09CLZ |
Barrier | 60.90 CHF |
Cap | 87.00 CHF |
Quotation in percent | Yes |
Coupon p.a. | 25.50% |
Coupon Premium | 24.15% |
Coupon Yield | 1.35% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/04/2024 |
Date of maturity | 02/10/2024 |
Last trading day | 25/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 68.0600 |
Maximum yield | 65.61% |
Maximum yield p.a. | 307.03% |
Sideways yield | -1.06% |
Sideways yield p.a. | -4.98% |
Distance to Cap | -26.95 |
Distance to Cap in % | -44.88% |
Is Cap Level reached | No |
Distance to Barrier | -13.38 |
Distance to Barrier in % | -28.16% |
Is Barrier reached | No |
Average Spread | 0.74% |
Last Best Bid Price | 67.11 % |
Last Best Ask Price | 67.61 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 335,211 CHF |
Average Sell Value | 168,856 CHF |
Spreads Availability Ratio | 98.86% |
Quote Availability | 98.86% |