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Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1510917516/en
Response:
{
    "meta": {
        "id": 40625068,
        "categoryId": 12,
        "subCategoryId": 1230,
        "ibtTypeCode": 100060,
        "hasMultipleUnderlyings": true,
        "numUnderlyings": 3,
        "issuerRef": "ZKB",
        "hasExtendedTradingHours": false,
        "denomination": "1000.00000",
        "productNameFull": "4% p.a. ZKB Callable Barrier Reverse Convertible, 19.01.2028 on worst of SMI\/SX5E\/SPX",
        "guarantorRef": "ZKB"
    },
    "basic": {
        "isin": "CH1510917516",
        "wkn": null,
        "valor": "151091751",
        "symbol": "Z0BZZZ",
        "name": "Barrier Reverse Convertible on Euro STOXX 50 \/ S&P 500 \/ SMI",
        "descriptionTemplate": "template-1230",
        "termsheetUrlDe": "\/termsheets\/CH1510917516_de_20260120_005137.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1510917516_en_20260120_010652.pdf"
    },
    "highlights": {
        "barrierRate": "62%",
        "sidewardYieldMaturity": "9.23%",
        "tradingCurrencyCode": "CHF"
    },
    "static": {
        "categoryName": "Yield Enhancement",
        "subCategoryName": "Barrier Reverse Convertible",
        "issuerName": "Zürcher Kantonalbank",
        "issuerRatings": "Aaa \/ AAA \/ AAA",
        "tradingCurrencyCode": "CHF",
        "underlying": "Euro STOXX 50 \/ S&P 500 \/ SMI",
        "tradingExchangeName": "SIX Structured Products",
        "ratio": "1",
        "isCollateralised": "No",
        "issuePrice": "1'000.00",
        "firstTradingDate": "19.01.2026",
        "lastTradingDate": "12.01.2028",
        "redemptionDate": "19.01.2028",
        "paymentType": "cash",
        "mgmtFeePa": null,
        "isCallable": "Yes",
        "isAutoCallable": "No",
        "optionStyle": "american",
        "couponRate": "4%",
        "strikeRate": "100%",
        "barrierRate": "62%",
        "isQuanto": "Yes"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "97.04%",
        "bidSize": "250'000",
        "ask": "98.04%",
        "askSize": "250'000",
        "last": "97.99%",
        "change": "+0.40",
        "performanceWeek": "-0.81%",
        "performanceYtd": null,
        "lastDateTime": "21.07.2026 16:22:10"
    },
    "chart": [
        {
            "ttsId": "tts-225146254",
            "name": "Euro STOXX 50"
        },
        {
            "ttsId": "tts-224420089",
            "name": "S&P 500"
        },
        {
            "ttsId": "tts-675717",
            "name": "SMI"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "540",
        "distToBarrierRate": "40.61%",
        "barrierHitProbMaturity": "0.0024%",
        "barrierHitProb10days": "0%",
        "maxReturnMaturity": "9.23%",
        "sidewardYieldMaturity": "9.23%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "XITTBEUSTX50",
            "valor": "846480",
            "name": "Euro STOXX 50",
            "symbol": "SX5E",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "6'016.30",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "6'281.09",
            "change": null,
            "distToBarrier": "2'550.98",
            "distToBarrierRate": "40.61%",
            "lastDateTime": "21.07.2026 17:30:02"
        },
        {
            "isin": "XITT00BUS500",
            "valor": "998434",
            "name": "S&P 500",
            "symbol": "SPX",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "6'977.27",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "7'501.42",
            "change": null,
            "distToBarrier": "3'175.51",
            "distToBarrierRate": "42.33%",
            "lastDateTime": "21.07.2026 17:30:01"
        },
        {
            "isin": "CH0009980894",
            "valor": "998089",
            "name": "SMI",
            "symbol": "SMI",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "13'426.98",
            "bid": "14'279.67",
            "bidSize": null,
            "ask": "14'285.89",
            "askSize": null,
            "last": "14'282.45",
            "change": null,
            "distToBarrier": "5'954.94",
            "distToBarrierRate": "41.70%",
            "lastDateTime": "21.07.2026 17:14:53"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1440644586",
            "symbol": "QEBRCH",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Raiffeisen",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1485434299",
            "symbol": "LBBPDU",
            "categoryName": "Renditeoptimierung",
            "issuerName": "UBS",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1405084091",
            "symbol": "RMBSAV",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Vontobel",
            "isAd": false
        }
    ],
    "events": [
    ]
}

Z0BZZZ

Barrier Reverse Convertible on Euro STOXX 50 / S&P 500 / SMI

Valor: 151091751
ISIN: CH1510917516
Termsheet: PDF (De) PDF (En)
Last update: 17:38:44
Bid
97.04%
Bid Size: 250'000
Ask
98.04%
Ask Size: 250'000
Barrier
62%
Sideward Yield (Maturity)
9.23%
Trading Currency
CHF

Terms

  • CategoryYield Enhancement
  • TypeBarrier Reverse Convertible
  • IssuerZürcher Kantonalbank
  • Ratings (Moody's/S&P/Fitch)Aaa / AAA / AAA
  • Trading CurrencyCHF
  • UnderlyingEuro STOXX 50 / S&P 500 / SMI
  • Trading VenueSIX Structured Products
  • Ratio1
  • CollateralisedNo
  • Issue Price1'000.00
  • Frist Trading19.01.2026
  • Last Trading12.01.2028
  • Redemption Date19.01.2028
  • Payout Typecash
  • CallableYes
  • AutocallableNo
  • Option Styleamerican
  • Coupon4%
  • Strike Rate100%
  • Barrier62%
  • QuantoYes

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid97.04%
  • Bid Size250'000
  • Ask98.04%
  • Ask Size250'000
  • Last97.99%
  • Change+0.40
  • Performance (1 Week)-0.81%
  • Quotes vom21.07.2026 16:22:10

Key Figures

  • Days to Maturity540
  • Distance to Barrier40.61%
  • Barrier Hit Prob (Maturity)0.0024%
  • Barrier Hit Prob (10 Days)0%
  • Max Return (Maturity)9.23%
  • Sideward Yield (Maturity)9.23%

Chart

Underlying: Euro STOXX 50

  • Euro STOXX 50
  • ISINXITTBEUSTX50
  • Valor846480
  • UnderlyingEuro STOXX 50
  • SymbolSX5E
  • ExchangeSIX Structured Products
  • Trading CurrencyEUR
  • Strike Level6'016.30
  • Last6'281.09
  • Distance to Barrier2'550.98
  • Distance to Barrier40.61%
  • Quotes from21.07.2026 17:30:02

Underlying: S&P 500

  • S&P 500
  • ISINXITT00BUS500
  • Valor998434
  • UnderlyingS&P 500
  • SymbolSPX
  • ExchangeSIX Structured Products
  • Trading CurrencyUSD
  • Strike Level6'977.27
  • Last7'501.42
  • Distance to Barrier3'175.51
  • Distance to Barrier42.33%
  • Quotes from21.07.2026 17:30:01

Underlying: SMI

  • SMI
  • ISINCH0009980894
  • Valor998089
  • UnderlyingSMI
  • SymbolSMI
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level13'426.98
  • Bid14'279.67
  • Ask14'285.89
  • Last14'282.45
  • Distance to Barrier5'954.94
  • Distance to Barrier41.70%
  • Quotes from21.07.2026 17:14:53