SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 62.18 | ||||
Diff. absolute / % | 0.20 | +0.32% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1273459359 |
Valor | 127345935 |
Symbol | Z0881Z |
Barrier | 1.52 CHF |
Cap | 3.03 CHF |
Quotation in percent | Yes |
Coupon p.a. | 19.50% |
Coupon Premium | 17.62% |
Coupon Yield | 1.88% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | Yes (AMS-OSRAM AG - 22/11/2023) |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/09/2023 |
Date of maturity | 18/09/2024 |
Last trading day | 11/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 62.6700 |
Maximum yield | 90.77% |
Maximum yield p.a. | 517.66% |
Sideways yield | -0.31% |
Sideways yield p.a. | -1.75% |
Distance to Cap | -1.7313 |
Distance to Cap in % | -132.97% |
Is Cap Level reached | No |
Distance to Barrier | 0.0770001 |
Distance to Barrier in % | 2.66% |
Is Barrier reached | Yes |
Average Spread | 0.80% |
Last Best Bid Price | 61.68 % |
Last Best Ask Price | 62.18 % |
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 | 155,734 CHF |
Average Sell Value | 156,984 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |