Login
Multi Barrier Reverse Convertible
Symbol:
Z0ABLZ
ISIN:
CH1394337690
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.11.24
11:31:00 |
|
101.41 %
|
102.01 %
|
USD |
| Volume |
250,000
|
250,000
|
nominal | |
Performance
| Closing prev. day | 101.93 | ||||
| Diff. absolute / % | -0.53 | -0.52% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Multi Barrier Reverse Convertible |
| ISIN | CH1394337690 |
| Valor | 139433769 |
| Symbol | Z0ABLZ |
| Quotation in percent | Yes |
| Coupon p.a. | 16.00% |
| Coupon Premium | 11.65% |
| Coupon Yield | 4.35% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 21/11/2024 |
| Date of maturity | 21/11/2025 |
| Last trading day | 17/11/2025 |
| Settlement Type | Path-dependent |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Ask Price (basis for calculation) | 101.9500 |
| Maximum yield | 13.78% |
| Maximum yield p.a. | 14.01% |
| Sideways yield | 13.78% |
| Sideways yield p.a. | 14.01% |
market maker quality Date: 26/11/2024
| Average Spread | 0.59% |
| Last Best Bid Price | 101.33 % |
| Last Best Ask Price | 101.93 % |
| 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 | 252,918 USD |
| Average Sell Value | 254,418 USD |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Underlyings
| Name | General Motors Corp. | Ford Motor Co. | Tesla Inc. |
| ISIN | US37045V1008 | US3453708600 | US88160R1014 |
| Price |
52.23 EUR
|
10.564 EUR
|
322.825 EUR
|
| Date | 27/11/24 11:46 | 27/11/24 11:46 | 27/11/24 11:46 |
| Cap | 57.04 USD | 11.01 USD | 320.72 USD |
| Distance to Cap | -2.26 | 0.0850003 | 17.515 |
| Distance to Cap in % | -4.13% | 0.77% | 5.18% |
| Is Cap Level reached | No | No | No |
| Barrier | 28.52 USD | 5.505 USD | 160.36 USD |
| Distance to Barrier | 26.26 | 5.59 | 177.875 |
| Distance to Barrier in % | 47.94% | 50.38% | 52.59% |
| Is Barrier reached | No | No | No |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)