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Multi Barrier Reverse Convertible
Symbol:
Z24AUZ
ISIN:
CH1329132315
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
15:48:00 |
|
108.60 %
|
109.40 %
|
USD |
| Volume |
200,000
|
200,000
|
nominal | |
Performance
| Closing prev. day | 109.29 | ||||
| Diff. absolute / % | -0.64 | -0.59% | |||
Determined prices
| Last Price | 100.00 | Volume | 50,000 | |
| Time | 11:01:34 | Date | 14/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1329132315 |
| Valor | 132913231 |
| Symbol | Z24AUZ |
| Quotation in percent | Yes |
| Coupon p.a. | 27.00% |
| Coupon Premium | 21.81% |
| Coupon Yield | 5.19% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 14/05/2024 |
| Date of maturity | 14/05/2025 |
| Last trading day | 07/05/2025 |
| 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) | 109.6600 |
| Maximum yield | 15.81% |
| Maximum yield p.a. | 19.11% |
| Sideways yield | 15.81% |
| Sideways yield p.a. | 19.11% |
market maker quality Date: 15/07/2024
| Average Spread | 0.73% |
| Last Best Bid Price | 109.29 % |
| Last Best Ask Price | 110.09 % |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 200,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 219,487 USD |
| Average Sell Value | 221,087 USD |
| Spreads Availability Ratio | 99.99% |
| Quote Availability | 99.99% |
Underlyings
| Name | Nvidia Corp. | Super Micro Computer Inc. |
| ISIN | US67066G1040 | US86800U1043 |
| Price |
115.60 EUR
|
809.50 EUR
|
| Date | 16/07/24 16:02 | 16/07/24 16:02 |
| Cap | 89.8769 USD | 823.011 USD |
| Distance to Cap | 38.5531 | 74.9485 |
| Distance to Cap in % | 30.02% | 8.35% |
| Is Cap Level reached | No | No |
| Barrier | 44.9385 USD | 411.506 USD |
| Distance to Barrier | 83.4915 | 486.454 |
| Distance to Barrier in % | 65.01% | 54.17% |
| Is Barrier reached | No | No |
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