Data DEBUG
Request:
https://api.data.payoff.ch/v2/strproducts/CH1510926384/en
Response:
{
    "meta": {
        "id": 41555827,
        "categoryId": 12,
        "subCategoryId": 1230,
        "ibtTypeCode": 100060,
        "hasMultipleUnderlyings": true,
        "numUnderlyings": 3,
        "issuerRef": "ZKB",
        "hasExtendedTradingHours": false,
        "denomination": "1000.00000",
        "productNameFull": "5.6% p.a. ZKB Callable Barrier Reverse Convertible, 03.02.2027 on worst of SMI\/SX5E\/SPX",
        "guarantorRef": "ZKB"
    },
    "basic": {
        "isin": "CH1510926384",
        "wkn": null,
        "valor": "151092638",
        "symbol": "Z0C37Z",
        "name": "Barrier Reverse Convertible on Euro STOXX 50 \/ S&P 500 \/ SMI",
        "descriptionTemplate": "template-1230",
        "termsheetUrlDe": "\/termsheets\/CH1510926384_de_20260204_005659.pdf",
        "termsheetUrlEn": "\/termsheets\/CH1510926384_en_20260204_010903.pdf"
    },
    "highlights": {
        "barrierRate": "70%",
        "sidewardYieldMaturity": "2.91%",
        "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": "03.02.2026",
        "lastTradingDate": "27.01.2027",
        "redemptionDate": "03.02.2027",
        "paymentType": "cash",
        "mgmtFeePa": null,
        "isCallable": "Yes",
        "isAutoCallable": "No",
        "optionStyle": "american",
        "couponRate": "5.6%",
        "strikeRate": "100%",
        "barrierRate": "70%",
        "isQuanto": "Yes"
    },
    "market": {
        "tradingExchangeName": "SIX Structured Products",
        "tradingCurrencyCode": "CHF",
        "bid": "99.89%",
        "bidSize": "0",
        "ask": "100.89%",
        "askSize": "0",
        "last": "99.89%",
        "change": "+0.02",
        "performanceWeek": "0.34%",
        "performanceYtd": null,
        "lastDateTime": "07.08.2026 22:10:00"
    },
    "chart": [
        {
            "ttsId": "tts-225146254",
            "name": "Euro STOXX 50"
        },
        {
            "ttsId": "tts-224420089",
            "name": "S&P 500"
        },
        {
            "ttsId": "tts-675717",
            "name": "SMI"
        }
    ],
    "keyfigures": {
        "daysToMaturity": "172",
        "distToBarrierRate": "35.84%",
        "barrierHitProbMaturity": "0.00%",
        "barrierHitProb10days": "0%",
        "maxReturnMaturity": "2.91%",
        "sidewardYieldMaturity": "2.91%",
        "outperformanceLevel": null
    },
    "underlyings": [
        {
            "isin": "XITTBEUSTX50",
            "valor": "846480",
            "name": "Euro STOXX 50",
            "symbol": "SX5E",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "EUR",
            "strikeLevel": "5'994.59",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "6'540.51",
            "change": null,
            "distToBarrier": "2'344.30",
            "distToBarrierRate": "35.84%",
            "lastDateTime": "07.08.2026 21:59:59"
        },
        {
            "isin": "XITT00BUS500",
            "valor": "998434",
            "name": "S&P 500",
            "symbol": "SPX",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "USD",
            "strikeLevel": "6'978.60",
            "bid": null,
            "bidSize": null,
            "ask": null,
            "askSize": null,
            "last": "7'750.93",
            "change": null,
            "distToBarrier": "2'865.91",
            "distToBarrierRate": "36.98%",
            "lastDateTime": "07.08.2026 21:59:59"
        },
        {
            "isin": "CH0009980894",
            "valor": "998089",
            "name": "SMI",
            "symbol": "SMI",
            "tradingExchangeName": "SIX Structured Products",
            "tradingCurrencyCode": "CHF",
            "strikeLevel": "13'216.23",
            "bid": "14'543.30",
            "bidSize": null,
            "ask": "14'546.81",
            "askSize": null,
            "last": "14'544.91",
            "change": null,
            "distToBarrier": "5'291.94",
            "distToBarrierRate": "36.39%",
            "lastDateTime": "07.08.2026 17:30:53"
        }
    ],
    "similars": [
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1525088253",
            "symbol": "AFXYTQ",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Leonteq",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1476882324",
            "symbol": "LAVIDU",
            "categoryName": "Renditeoptimierung",
            "issuerName": "UBS",
            "isAd": false
        },
        {
            "name": "Barrier Reverse Convertible auf Euro STOXX 50 \/ S&P 500 \/ SMI",
            "isin": "CH1440647829",
            "symbol": "QGJRCH",
            "categoryName": "Renditeoptimierung",
            "issuerName": "Raiffeisen",
            "isAd": false
        }
    ],
    "events": [
    ]
}

Z0C37Z

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

Valor: 151092638
ISIN: CH1510926384
Termsheet: PDF (De) PDF (En)
Last update: 13:51:44
Bid
99.89%
Bid Size: 0
Ask
100.89%
Ask Size: 0
Barrier
70%
Sideward Yield (Maturity)
2.91%
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 Trading03.02.2026
  • Last Trading27.01.2027
  • Redemption Date03.02.2027
  • Payout Typecash
  • CallableYes
  • AutocallableNo
  • Option Styleamerican
  • Coupon5.6%
  • Strike Rate100%
  • Barrier70%
  • QuantoYes

Market Data

  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Bid99.89%
  • Bid Size0
  • Ask100.89%
  • Ask Size0
  • Last99.89%
  • Change+0.02
  • Performance (1 Week)0.34%
  • Quotes vom07.08.2026 22:10:00

Key Figures

  • Days to Maturity172
  • Distance to Barrier35.84%
  • Barrier Hit Prob (Maturity)0.00%
  • Barrier Hit Prob (10 Days)0%
  • Max Return (Maturity)2.91%
  • Sideward Yield (Maturity)2.91%

Chart

Underlying: Euro STOXX 50

  • Euro STOXX 50
  • ISINXITTBEUSTX50
  • Valor846480
  • UnderlyingEuro STOXX 50
  • SymbolSX5E
  • ExchangeSIX Structured Products
  • Trading CurrencyEUR
  • Strike Level5'994.59
  • Last6'540.51
  • Distance to Barrier2'344.30
  • Distance to Barrier35.84%
  • Quotes from07.08.2026 21:59:59

Underlying: S&P 500

  • S&P 500
  • ISINXITT00BUS500
  • Valor998434
  • UnderlyingS&P 500
  • SymbolSPX
  • ExchangeSIX Structured Products
  • Trading CurrencyUSD
  • Strike Level6'978.60
  • Last7'750.93
  • Distance to Barrier2'865.91
  • Distance to Barrier36.98%
  • Quotes from07.08.2026 21:59:59

Underlying: SMI

  • SMI
  • ISINCH0009980894
  • Valor998089
  • UnderlyingSMI
  • SymbolSMI
  • ExchangeSIX Structured Products
  • Trading CurrencyCHF
  • Strike Level13'216.23
  • Bid14'543.30
  • Ask14'546.81
  • Last14'544.91
  • Distance to Barrier5'291.94
  • Distance to Barrier36.39%
  • Quotes from07.08.2026 17:30:53