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Barrier Reverse Convertible
Symbol:
Z09ZWZ
ISIN:
CH1358051113
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.11.24
16:46:00 |
|
42.59 %
|
43.39 %
|
CHF |
| Volume |
200,000
|
200,000
|
nominal | |
Performance
| Closing prev. day | 43.56 | ||||
| Diff. absolute / % | -0.97 | -2.23% | |||
Determined prices
| Last Price | 89.38 | Volume | 20,000 | |
| Time | 12:07:23 | Date | 16/09/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1358051113 |
| Valor | 135805111 |
| Symbol | Z09ZWZ |
| Barrier | 23.16 CHF |
| Cap | 35.63 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 7.89% |
| Coupon Premium | 7.14% |
| Coupon Yield | 0.74% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | Yes (Gurit Hldg. AG - 08/10/2024) |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 03/09/2024 |
| Date of maturity | 03/09/2025 |
| Last trading day | 27/08/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 43.6400 |
| Maximum yield | 147.22% |
| Maximum yield p.a. | 183.40% |
| Sideways yield | 1.69% |
| Sideways yield p.a. | 2.11% |
| Distance to Cap | -22.625 |
| Distance to Cap in % | -174.04% |
| Is Cap Level reached | No |
| Distance to Barrier | 1.1437 |
| Distance to Barrier in % | 4.71% |
| Is Barrier reached | Yes |
market maker quality Date: 13/11/2024
| Average Spread | 1.84% |
| Last Best Bid Price | 42.76 % |
| Last Best Ask Price | 43.56 % |
| 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 | 86,361 CHF |
| Average Sell Value | 87,961 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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