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5.00% p.a. ZKB Autocallable Barrier Reverse Convertible, 14.06.2027 on worst of SLHN SE/BALN SE/HELN SE/ZURN SE
Baloise-Holding AG/Zurich Insurance Group AG/Swiss Life Holding AG/Helvetia Holding AG

ISIN: CH1329140904 Security: 132914090 Symbol: Z09NQZ Life cycle
Secondary market

Bid Price 97.92%

Ask Price 98.92%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 11:08:08

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Bâloise-Hldg N157.1154.90CHF154.900 (100.00%)1.27%100.685 (65.00%)35.83%
Zurich Insurance N468.1478.90CHF478.900 (100.00%)-2.07%311.285 (65.00%)33.66%
Swiss Life N673.8640.60CHF640.600 (100.00%)4.87%416.390 (65.00%)38.17%
Helvetia Hldg N128.6120.40CHF120.400 (100.00%)6.30%78.260 (65.00%)39.10%

Reference data

ISIN CH1329140904
Security 132914090
Symbol Z09NQZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)BALN + 5.00%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date06.06.2024
Payment day14.06.2024
First trading day14.06.2024
Last trading day07.06.2027
Final fixing day07.06.2027
Redemption date14.06.2027
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date06.06.2025
Residual term1'049
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -2.03%

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 Return1.21%
Cash value of fixed income investment upon issue96.46%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.06.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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