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9.66% (3.22 p.a.) ZKB Barrier Reverse Convertible on worst of
SMI® Index/EURO STOXX 50® Index/S&P 500® Index/Nikkei 225® Index

ISIN: CH0585330720 Security: 58533072 Symbol: Z21YSZ Life cycle
Secondary market

Bid Price 100.82%

Ask Price 101.32%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index12000.8612'176.30CHF12'176.30
(100.00%)
-1.46%6'088.150
(50.00%)
49.27%n.a.
EURO STOXX 50® Index4983.674'174.54EUR4'174.54
(100.00%)
16.12%2'087.270
(50.00%)
58.06%n.a.
S&P 500® Indexn.a.4'436.52USD4'436.52
(100.00%)
14.80%2'218.260
(50.00%)
57.40%n.a.
Nikkei 225® Indexn.a.27'888.15JPY27'888.15
(100.00%)
27.54%13'944.080
(50.00%)
63.77%n.a.

Reference data

ISIN CH0585330720
Security 58533072
Symbol Z21YSZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'096.60

Coupon

Coupon (Coupon p.a.)9.66% (3.22% )
Coupon paymentguaranteed
Interest portion p.a.0.00%
Premium portion p.a.3.22%
Coupon date13.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.99%

Life cycle

Issue price100.00%
Initial fixing date06.08.2021
Payment day13.08.2021
First trading day13.08.2021
Last trading day05.08.2024
Final fixing day06.08.2024
Redemption date13.08.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term65
Issue amount28'000'000.00

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 -1.44%

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 taxNo
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date13.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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