SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 104.80 | ||||
Diff. absolute / % | 0.16 | +0.15% |
Last Price | 104.80 | Volume | 15,000 | |
Time | 10:55:20 | Date | 15/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1273470554 |
Valor | 127347055 |
Symbol | Z08E1Z |
Barrier | 37.20 CHF |
Cap | 53.14 CHF |
Quotation in percent | Yes |
Coupon p.a. | 7.50% |
Coupon Premium | 5.86% |
Coupon Yield | 1.64% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2023 |
Date of maturity | 01/11/2024 |
Last trading day | 28/10/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Ask Price (basis for calculation) | 105.4200 |
Maximum yield | 1.99% |
Maximum yield p.a. | 6.73% |
Sideways yield | 1.99% |
Sideways yield p.a. | 6.73% |
Distance to Cap | -1.12 |
Distance to Cap in % | -2.15% |
Is Cap Level reached | No |
Distance to Barrier | 14.822 |
Distance to Barrier in % | 28.49% |
Is Barrier reached | No |
Average Spread | 0.48% |
Last Best Bid Price | 104.88 % |
Last Best Ask Price | 105.38 % |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 249,987 |
Average Sell Volume | 250,000 |
Average Buy Value | 262,133 CHF |
Average Sell Value | 263,396 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |