ZKB Reverse Convertible on worst of Last Look

Termsheet  
Symbol: Z24CAZ
Underlyings: McDonald's Corp. / Moderna Inc. / Tesla Inc.
ISIN: CH1341414964
Issuer:
Zürcher Kantonalbank

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 90.80
    
Ask 91.60
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:0089.59090.59191.59292.5

More Product Information

Details Underlying Information & Tools

Core Data

Name ZKB Reverse Convertible on worst of Last Look
ISIN CH1341414964
Valor 134141496
Symbol Z24CAZ
Outperformance Level 34.5756
Quotation in percent Yes
Coupon p.a. 14.50%
Coupon Premium 10.27%
Coupon Yield 4.23%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency US Dollar
First Trading Date 30/10/2024
Date of maturity 30/10/2025
Last trading day 23/10/2025
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) 87.7900
Maximum yield 30.42%
Maximum yield p.a. 61.35%
Sideways yield p.a. -

market maker quality Date: 30/04/2025

Average Spread 0.89%
Last Best Bid Price 90.00 %
Last Best Ask Price 90.80 %
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 224,916 USD
Average Sell Value 226,916 USD
Spreads Availability Ratio 99.96%
Quote Availability 99.96%

Underlyings

Name McDonald's Corp. Tesla Inc. Moderna Inc.
ISIN US5801351017 US88160R1014 US60770K1079
Price 276.05 EUR 255.20 EUR 24.35 EUR
Date 03/05/25 13:04 03/05/25 13:02 03/05/25 13:03
Cap 164.697 USD 118.97 USD 29.1515 USD
Distance to Cap 153.762 131.749 -2.6415
Distance to Cap in % 48.28% 52.55% -9.96%
Is Cap Level reached No No No

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