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14.50% ZKB Barrier Reverse Convertible, 20.02.2025 on worst of PFE UN/NKE UN/WMT UN
Nike Inc/Walmart Inc/Pfizer Inc

ISIN: CH1303998327 Security: 130399832 Symbol: Z0933Z Life cycle
Secondary market

Bid Price 75.59%

Ask Price 81.50%

Currency USD

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
Nike A -B-75.1107.18USD107.18
(100.00%)
-44.11%Hitn.v9.3301
Wal-Mart Stores A88.3956.7667USD56.77
(100.00%)
35.57%n.v.n.v17.6160
Pfizer Inc25.1327.66USD27.66
(100.00%)
-10.91%n.v.n.v36.1533

Reference data

ISIN CH1303998327
Security 130399832
Symbol Z0933Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'145.00

Coupon

Coupon (Coupon p.a.)14.50% (14.50% )
Coupon paymentguaranteed
Interest portion p.a.4.96%
Premium portion p.a.9.54%
Coupon date20.02.2025
Day count convention30/360 (German), modified following
Accrued coupon3.83%

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date20.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term82
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -30.61%

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 Return4.96%
Cash value of fixed income investment upon issue95.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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