Barrier Reverse Convertible

Symbol: Z0AHBZ
Underlyings: S&P 500 Index
ISIN: CH1402498948
Issuer:
Zürcher Kantonalbank
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More Product Information

Core Data

Name Barrier Reverse Convertible
ISIN CH1402498948
Valor 140249894
Symbol Z0AHBZ
Barrier 4,531.16 Points
Cap 6,041.55 Points
Quotation in percent Yes
Coupon p.a. 5.66%
Coupon Premium 1.15%
Coupon Yield 4.51%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency US Dollar
First Trading Date 18/12/2024
Date of maturity 18/03/2025
Last trading day 11/03/2025
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Underlyings

Name S&P 500 Index
ISIN US78378X1072
Price 5,512.615 Points
Date 13/03/25 18:54
Ratio 6.04157
Cap 6,041.55 USD
Barrier 4,531.16 USD

Key data

Ask Price (basis for calculation) 101.6000
Maximum yield -0.20%
Maximum yield p.a. -10.48%
Sideways yield -0.20%
Sideways yield p.a. -10.48%
Distance to Cap -454.429
Distance to Cap in % -8.13%
Is Cap Level reached No
Distance to Barrier 1040.91
Distance to Barrier in % 18.68%
Is Barrier reached No

market maker quality Date: -

Average Spread -
Last Best Bid Price - %
Last Best Ask Price - %
Last Best Bid Volume 0
Last Best Ask Volume 0
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 USD
Average Sell Value 0 USD
Spreads Availability Ratio -
Quote Availability -

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