SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 104.90 | ||||
Diff. absolute / % | -0.50 | -0.48% |
Last Price | 103.80 | Volume | 30,000 | |
Time | 16:32:01 | Date | 10/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1329111400 |
Valor | 132911140 |
Symbol | Z24AHZ |
Barrier | 95.76 EUR |
Cap | 119.70 EUR |
Quotation in percent | Yes |
Coupon p.a. | 16.80% |
Coupon Premium | 13.00% |
Coupon Yield | 3.80% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Euro |
First Trading Date | 08/03/2024 |
Date of maturity | 09/09/2024 |
Last trading day | 02/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 104.7900 |
Maximum yield | 3.55% |
Maximum yield p.a. | 23.59% |
Sideways yield | 3.55% |
Sideways yield p.a. | 23.59% |
Distance to Cap | -13.05 |
Distance to Cap in % | -12.24% |
Is Cap Level reached | No |
Distance to Barrier | 10.89 |
Distance to Barrier in % | 10.21% |
Is Barrier reached | No |
Average Spread | 0.48% |
Last Best Bid Price | 104.90 % |
Last Best Ask Price | 105.40 % |
Last Best Bid Volume | 2,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 2,000,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 2,095,890 EUR |
Average Sell Value | 526,473 EUR |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |