Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
ING Group NV/Intesa Sanpaolo SpA/BNP Paribas SA

ISIN: CH1304003051 Security: 130400305 Symbol: Z094SZ Life cycle
Secondary market

Bid Price 102.85%

Ask Price 103.35%

Currency EUR

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
ING Groep14.82412.67EUR12.67
(100.00%)
14.53%6.335
(50.00%)
57.27%78.9266
Intesa Sanpaolo A3.670252.8965EUR2.90
(100.00%)
21.08%1.448
(50.00%)
60.54%345.2443
BNP Paribas A58.2256.22EUR56.22
(100.00%)
3.44%28.110
(50.00%)
51.72%17.7873

Reference data

ISIN CH1304003051
Security 130400305
Symbol Z094SZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.52%
Premium portion p.a.4.48%
Coupon date28.02.2025
Day count convention30/360 (German), modified following
Accrued coupon1.93%

Life cycle

Issue price100.00%
Initial fixing date22.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date28.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term94
Issue amount5'000'000.00

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 3.56%

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 Return3.52%
Cash value of fixed income investment upon issue96.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading