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ZKB Autocallable Barrier Reverse Convertible on worst of
Barry Callebaut AG/Sandoz Group AG/SIG Combibloc Group AG

ISIN: CH1329109834 Security: 132910983 Symbol: Z097HZ Life cycle
Secondary market

Bid Price 100.58%

Ask Price 101.28%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Barry Callebaut N15821'221.50CHF1'197.070 (98.00%)22.79%952.770 (78.00%)39.77%
Sandoz Group AG31.9927.87CHF27.313 (98.00%)12.88%21.739 (78.00%)32.05%
SIG Combibloc Grp N19.217.43CHF17.081 (98.00%)9.22%13.595 (78.00%)29.19%

Reference data

ISIN CH1329109834
Security 132910983
Symbol Z097HZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BARN + 12.01%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date28.02.2024
Payment day06.03.2024
First trading day06.03.2024
Last trading day28.05.2025
Final fixing day28.05.2025
Redemption date05.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date29.05.2024
Residual term374
Issue amount1'500'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 10.15%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.26%
Cash value of fixed income investment upon issue98.45%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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