ZKB Reverse Convertible on worst of Last Look

Termsheet  
Symbol: Z0A2HZ
Underlyings: Bayerische Motoren Werke AG / Tesla Inc. / Volkswagen AG (Vz)
ISIN: CH1358055015
Issuer:
Zürcher Kantonalbank

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 93.65
    
Ask 94.65
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0094969892100

More Product Information

Details Underlying Information & Tools

Core Data

Name ZKB Reverse Convertible on worst of Last Look
ISIN CH1358055015
Valor 135805501
Symbol Z0A2HZ
Outperformance Level 87.6985
Quotation in percent Yes
Coupon p.a. 9.10%
Coupon Premium 6.92%
Coupon Yield 2.18%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency Euro
First Trading Date 17/09/2024
Date of maturity 17/09/2027
Last trading day 13/09/2027
Settlement Type Path-dependent
IRS 871m Potentially in scope for combined transactions
Currency safeguarded Yes
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 94.7000
Maximum yield 34.42%
Maximum yield p.a. 14.12%
Sideways yield 26.37%
Sideways yield p.a. 10.81%

market maker quality Date: 09/04/2025

Average Spread 1.34%
Last Best Bid Price 90.51 %
Last Best Ask Price 91.51 %
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 226,257 EUR
Average Sell Value 229,300 EUR
Spreads Availability Ratio 97.89%
Quote Availability 97.89%

Underlyings

Name Bayerische Motoren Werke AG Volkswagen AG (Vz) Tesla Inc.
ISIN DE0005190003 DE0007664039 US88160R1014
Price 65.04 EUR 85.06 EUR 219.675 EUR
Date 10/04/25 19:28 10/04/25 19:28 10/04/25 19:29
Cap 42.378 EUR 53.856 EUR 134.717 USD
Distance to Cap 22.862 32.004 119.703
Distance to Cap in % 35.04% 37.27% 47.05%
Is Cap Level reached No No No

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