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ZKB Barrier Reverse Convertible on worst of
Apple Inc/KLA Corporation/Linde PLC

ISIN: CH1329108703 Security: 132910870 Symbol: Z0975Z Life cycle
Secondary market

Bid Price 104.49%

Ask Price 104.99%

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
Apple A229.3862181.16USD144.93
(80.00%)
36.66%108.696
(60.00%)
52.50%n.a.
KLA-Tencor A635.5683.82USD547.06
(80.00%)
13.52%410.292
(60.00%)
35.14%n.a.
Linde N454.26444.94USD355.95
(80.00%)
21.18%266.964
(60.00%)
40.89%n.a.

Reference data

ISIN CH1329108703
Security 132910870
Symbol Z0975Z
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'065.50

Coupon

Coupon (Coupon p.a.)6.55% (6.55% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.5.22%
Coupon date04.03.2025
Day count convention30/360 (German), modified following
Accrued coupon4.77%

Life cycle

Issue price100.00%
Initial fixing date26.02.2024
Payment day04.03.2024
First trading day04.03.2024
Last trading day26.02.2025
Final fixing day26.02.2025
Redemption date04.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term96
Issue amount1'000'000.00

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 -7.50%

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 Return1.33%
Cash value of fixed income investment upon issue98.69%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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