Login
Barrier Reverse Convertible
Symbol:
KPZNDU
ISIN:
CH1331167804
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 83.75 | ||||
| Diff. absolute / % | -0.90 | -1.06% | |||
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 |
| ISIN | CH1331167804 |
| Valor | 133116780 |
| Symbol | KPZNDU |
| Barrier | 94.25 CHF |
| Cap | 145.00 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 6.00% |
| Coupon Premium | 4.85% |
| Coupon Yield | 1.15% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/04/2024 |
| Date of maturity | 07/04/2026 |
| Last trading day | 27/03/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | UBS |
Key data
| Ask Price (basis for calculation) | 85.3000 |
| Maximum yield | 26.63% |
| Maximum yield p.a. | 19.40% |
| Sideways yield | 26.63% |
| Sideways yield p.a. | 19.40% |
| Distance to Cap | -33.7 |
| Distance to Cap in % | -30.28% |
| Is Cap Level reached | No |
| Distance to Barrier | 17.05 |
| Distance to Barrier in % | 15.32% |
| Is Barrier reached | No |
market maker quality Date: 20/11/2024
| Average Spread | 0.75% |
| Last Best Bid Price | 84.00 % |
| Last Best Ask Price | 84.65 % |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 100,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 84,677 CHF |
| Average Sell Value | 85,315 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)