Callable Barrier Reverse Convertible

Termsheet  
Symbol: Z06ZMZ
Underlyings: Compagnie Financière Richemont SA / Lonza Group N / Nestlé S.A. / Novartis Sandoz Basket / Roche AG
ISIN: CH1214883691
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 86.73
Diff. absolute / % -0.91 -1.05%

Determined prices

Last Price 85.81 Volume 20,000
Time 15:27:18 Date 16/07/2024

More Product Information

Details Underlying Information & Tools

Core Data

Name Callable Barrier Reverse Convertible
ISIN CH1214883691
Valor 121488369
Symbol Z06ZMZ
Quotation in percent Yes
Coupon p.a. 14.00%
Coupon Premium 12.32%
Coupon Yield 1.68%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Lonza Group N - 17/10/2023)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 21/02/2023
Date of maturity 21/08/2024
Last trading day 14/08/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank

Key data

Ask Price (basis for calculation) 86.5500
Maximum yield 39.78%
Maximum yield p.a. 403.34%
Sideways yield 20.58%
Sideways yield p.a. 208.62%

market maker quality Date: 15/07/2024

Average Spread 0.80%
Last Best Bid Price 86.03 %
Last Best Ask Price 86.73 %
Last Best Bid Volume 150,000
Last Best Ask Volume 150,000
Average Buy Volume 150,000
Average Sell Volume 150,000
Average Buy Value 130,297 CHF
Average Sell Value 131,347 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Compagnie Financière Richemont SA Lonza Group N Roche AG Novartis Sandoz Basket
ISIN CH0038863350 CH0210483332 CH0013841017 CH0012032048 DE000A3EVDT4
Price 92.62 CHF 138.3500 CHF 514.20 CHF 258.9000 CHF -
Date 16/07/24 17:30 16/07/24 17:30 16/07/24 17:30 16/07/24 17:30 -
Cap 111.30 CHF 141.263 CHF 546.80 CHF 278.40 CHF 80.42 CHF
Distance to Cap -18.5 -2.91301 -32.2 -20 27.175
Distance to Cap in % -19.94% -2.11% -6.26% -7.74% 25.26%
Is Cap Level reached No No No No No
Barrier 72.345 CHF 91.821 CHF 355.42 CHF 180.96 CHF 52.273 CHF
Distance to Barrier 20.455 46.529 12.08 77.44 55.322
Distance to Barrier in % 22.04% 33.63% 3.29% 29.97% 51.42%
Is Barrier reached No No Yes No No

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