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Callable Barrier Reverse Convertible
Symbol:
Z09LUZ
ISIN:
CH1329136415
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.11.24
11:22:00 |
|
98.94 %
|
99.64 %
|
USD |
| Volume |
150,000
|
150,000
|
nominal | |
Performance
| Closing prev. day | 99.48 | ||||
| Diff. absolute / % | -0.64 | -0.64% | |||
Determined prices
| Last Price | 94.90 | Volume | 10,000 | |
| Time | 12:22:50 | Date | 23/10/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Callable Barrier Reverse Convertible |
| ISIN | CH1329136415 |
| Valor | 132913641 |
| Symbol | Z09LUZ |
| Quotation in percent | Yes |
| Coupon p.a. | 12.50% |
| Coupon Premium | 7.29% |
| Coupon Yield | 5.21% |
| Type | Multi Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | US Dollar |
| First Trading Date | 10/06/2024 |
| Date of maturity | 10/06/2025 |
| Last trading day | 03/06/2025 |
| 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) | 99.5700 |
| Maximum yield | 9.85% |
| Maximum yield p.a. | 18.43% |
| Sideways yield | 9.85% |
| Sideways yield p.a. | 18.43% |
market maker quality Date: 26/11/2024
| Average Spread | 0.70% |
| Last Best Bid Price | 98.78 % |
| Last Best Ask Price | 99.48 % |
| 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 | 148,457 USD |
| Average Sell Value | 149,507 USD |
| Spreads Availability Ratio | 99.97% |
| Quote Availability | 99.97% |
Underlyings
| Name | Pfizer Inc. | Walt Disney Co. | Ford Motor Co. |
| ISIN | US7170811035 | US2546871060 | US3453708600 |
| Price |
24.5525 EUR
|
109.66 EUR
|
10.564 EUR
|
| Date | 27/11/24 11:37 | 27/11/24 11:36 | 27/11/24 11:34 |
| Cap | 29.31 USD | 102.77 USD | 12.19 USD |
| Distance to Cap | -3.54 | 12.7 | -1.095 |
| Distance to Cap in % | -13.74% | 11.00% | -9.87% |
| Is Cap Level reached | No | No | No |
| Barrier | 17.586 USD | 61.662 USD | 7.314 USD |
| Distance to Barrier | 8.184 | 53.808 | 3.781 |
| Distance to Barrier in % | 31.76% | 46.60% | 34.08% |
| Is Barrier reached | No | No | No |
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