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ZKB Barrier Reverse Convertible on worst of
Pfizer Inc/Bristol-Myers Squibb Co/Merck & Co Inc

ISIN: CH1329111327 Security: 132911132 Symbol: Z0980Z Life cycle
Secondary market

Bid Price 102.47%

Ask Price 102.97%

Currency USD

Exchange ZKB

Volume 500'000.00

Volume 500'000.00

Date/time (realtime) 16.08.2024 10:20:19

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Pfizer Inc28.7128.37USD28.37
(100.00%)
1.18%17.022
(60.00%)
40.71%35.2485
Bristol Myers A49.1154.36USD54.36
(100.00%)
-10.69%32.616
(60.00%)
33.59%18.3959
Merck A113.31122.77USD122.77
(100.00%)
-8.35%73.662
(60.00%)
34.99%8.1453

Reference data

ISIN CH1329111327
Security 132911132
Symbol Z0980Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.5.03%
Premium portion p.a.4.97%
Coupon date18.09.2024
Day count convention30/360 (German), modified following
Accrued coupon4.25%

Life cycle

Issue price100.00%
Initial fixing date11.03.2024
Payment day18.03.2024
First trading day18.03.2024
Last trading day11.03.2025
Final fixing day11.03.2025
Redemption date18.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term206
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -9.66%

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 Return5.03%
Cash value of fixed income investment upon issue95.21%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date18.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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