Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Deutsche Telekom AG/Danone SA/Merck KGaA

ISIN: CH1304000651 Security: 130400065 Symbol: Z093QZ Life cycle
Secondary market

Bid Price 100.75%

Ask Price 101.25%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Deutsche Telekom N29.422.665EUR22.67
(100.00%)
22.65%15.639
(69.00%)
46.62%44.1209
DANONE A65.4661.94EUR61.94
(100.00%)
5.20%42.739
(69.00%)
34.59%16.1447
Merck A141.75150.05EUR150.05
(100.00%)
-5.93%103.535
(69.00%)
26.91%6.6645

Reference data

ISIN CH1304000651
Security 130400065
Symbol Z093QZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'117.00

Coupon

Coupon (Coupon p.a.)11.70% (11.70% )
Coupon paymentguaranteed
Interest portion p.a.3.36%
Premium portion p.a.8.34%
Coupon date13.02.2025
Day count convention30/360 (German), modified following
Accrued coupon0.42%

Life cycle

Issue price100.00%
Initial fixing date06.02.2024
Payment day13.02.2024
First trading day13.02.2024
Last trading day06.02.2025
Final fixing day06.02.2025
Redemption date13.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term74
Issue amount500'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -5.60%

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 Return3.36%
Cash value of fixed income investment upon issue96.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading