ZKB Reverse Convertible on worst of Last Look

Termsheet  
Symbol: Z0AR4Z
Underlyings: ABB N / Emerson Electric Co. / Siemens AG
ISIN: CH1402521541
Issuer:
Zürcher Kantonalbank
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

More Product Information

Details Underlying Information & Tools

Core Data

Name ZKB Reverse Convertible on worst of Last Look
ISIN CH1402521541
Valor 140252154
Symbol Z0AR4Z
Outperformance Level 55.3096
Quotation in percent Yes
Coupon p.a. 7.00%
Coupon Premium 6.90%
Coupon Yield 0.10%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 21/02/2025
Date of maturity 21/08/2026
Last trading day 13/08/2026
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) 97.0100
Maximum yield 13.88%
Maximum yield p.a. 9.40%
Sideways yield 8.39%
Sideways yield p.a. 5.68%

market maker quality Date: 27/02/2025

Average Spread 0.62%
Last Best Bid Price 96.67 %
Last Best Ask Price 97.27 %
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 242,220 CHF
Average Sell Value 243,720 CHF
Spreads Availability Ratio 98.36%
Quote Availability 98.36%

Underlyings

Name ABB Siemens AG Emerson Electric Co.
ISIN CH0012221716 DE0007236101 US2910111044
Price 48.31 CHF 220.425 EUR 117.24 EUR
Date 28/02/25 17:30 01/03/25 13:02 01/03/25 13:02
Cap 43.605 CHF 193.333 EUR 106.505 USD
Distance to Cap 4.965 26.1175 13.555
Distance to Cap in % 10.22% 11.90% 11.29%
Is Cap Level reached No No No

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.