ZKB Reverse Convertible on worst of Last Look

Termsheet  
Symbol: Z09T9Z
Underlyings: 3M Co. / Darling Ingredients Inc. / DuPont de Nemours Inc.
ISIN: CH1358040629
Issuer:
Zürcher Kantonalbank
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More Product Information

Details Underlying Information & Tools

Core Data

Name ZKB Reverse Convertible on worst of Last Look
ISIN CH1358040629
Valor 135804062
Symbol Z09T9Z
Outperformance Level 89.5359
Quotation in percent Yes
Coupon p.a. 10.00%
Coupon Premium 5.69%
Coupon Yield 4.31%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency US Dollar
First Trading Date 25/07/2024
Date of maturity 24/07/2026
Last trading day 17/07/2026
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) 98.0900
Maximum yield 17.24%
Maximum yield p.a. 11.65%
Sideways yield 9.77%
Sideways yield p.a. 6.60%

market maker quality Date: 29/01/2025

Average Spread 0.51%
Last Best Bid Price 96.81 %
Last Best Ask Price 97.31 %
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 194,184 USD
Average Sell Value 195,184 USD
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name DuPont de Nemours Inc. 3M Co. Darling Ingredients Inc.
ISIN US26614N1028 US88579Y1010 US2372661015
Price 73.78 EUR 135.00 CHF 35.27 EUR
Date 30/01/25 22:58 28/01/25 11:22 30/01/25 22:58
Cap 55.5443 USD 69.5096 USD 25.6794 USD
Distance to Cap 20.8257 83.5804 11.0606
Distance to Cap in % 27.27% 54.60% 30.11%
Is Cap Level reached No No No

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