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ZKB Barrier Reverse Convertible on worst of
Assicurazioni Generali S.p.A./Allianz SE/AXA SA/Zurich Insurance Group AG

ISIN: CH1303992254 Security: 130399225 Symbol: Z0911Z Life cycle
Secondary market

Bid Price 102.62%

Ask Price 103.12%

Currency qEUR

Exchange ZKB

Volume 500'000.00

Volume 500'000.00

Date/time (realtime) 16.08.2024 10:36:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Assicuraz.Gen.A22.6820.48EUR20.48
(100.00%)
9.70%13.517
(66.00%)
40.40%n.a.
Allianz N265245.25EUR245.25
(100.00%)
7.31%161.865
(66.00%)
38.83%n.a.
AXA A33.2530.50EUR30.50
(100.00%)
8.27%20.130
(66.00%)
39.46%n.a.
Zurich Insurance N482432.40CHF432.40
(100.00%)
10.03%285.384
(66.00%)
40.62%n.a.

Reference data

ISIN CH1303992254
Security 130399225
Symbol Z0911Z
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.27%
Premium portion p.a.6.73%
Coupon date07.02.2025
Day count convention30/360 (German), modified following
Accrued coupon0.36%

Life cycle

Issue price100.00%
Initial fixing date01.02.2024
Payment day07.02.2024
First trading day07.02.2024
Last trading day03.02.2025
Final fixing day03.02.2025
Redemption date07.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term170
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 7.89%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.27%
Cash value of fixed income investment upon issue96.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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