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ZKB Barrier Reverse Convertible on worst of
Danone SA/Nestlé AG/Mondelez International Inc/The Kraft Heinz Company

ISIN: CH1303998236 Security: 130399823 Symbol: Z092WZ Life cycle
Secondary market

Bid Price 92.67%

Ask Price 93.17%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
DANONE A64.4861.01EUR61.01
(100.00%)
5.38%39.657
(65.00%)
38.50%n.a.
Nestlé N75.9696.80CHF96.80
(100.00%)
-27.44%62.920
(65.00%)
17.17%n.a.
Mondelez Int Inc -A-64.62573.50USD73.50
(100.00%)
-13.56%47.775
(65.00%)
26.19%n.a.
The Kraft Heinz Co A31.08536.36USD36.36
(100.00%)
-17.29%23.634
(65.00%)
23.76%n.a.

Reference data

ISIN CH1303998236
Security 130399823
Symbol Z092WZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.27%
Premium portion p.a.5.73%
Coupon date19.08.2025
Day count convention30/360 (German), modified following
Accrued coupon1.87%

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.08.2025
Final fixing day12.08.2025
Redemption date19.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term263
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 -21.53%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.27%
Cash value of fixed income investment upon issue98.12%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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