Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Roche Holding AG/Novartis AG/Nestlé AG/Swisscom AG

ISIN: CH1304000107 Security: 130400010 Symbol: Z093NZ Life cycle
Secondary market

Bid Price 101.11%

Ask Price 101.61%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 23.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Roche GS232.1230.55CHF230.55
(100.00%)
0.67%184.440
(80.00%)
20.53%4.3375
Novartis N92.7790.09CHF90.09
(100.00%)
2.89%72.072
(80.00%)
22.31%11.1000
Nestlé N93.399.39CHF99.39
(100.00%)
-6.53%79.512
(80.00%)
14.78%10.0614
Swisscom N494505.80CHF505.80
(100.00%)
-2.39%404.640
(80.00%)
18.09%1.9771

Reference data

ISIN CH1304000107
Security 130400010
Symbol Z093NZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'066.67

Coupon

Coupon (Coupon p.a.)6.67% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.1.49%
Premium portion p.a.6.51%
Coupon date13.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date06.02.2024
Payment day13.02.2024
First trading day13.02.2024
Last trading day06.12.2024
Final fixing day06.12.2024
Redemption date13.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term196
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 -6.13%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.49%
Cash value of fixed income investment upon issue98.78%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading