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ZKB Callable Barrier Reverse Convertible on worst of
Hermes International SA/Moët Hennessy Louis Vuitton SE/Kering SA

ISIN: CH1329109669 Security: 132910966 Symbol: Z097EZ Life cycle
Secondary market

Bid Price 68.30%

Ask Price 69.00%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 26.11.2024 03:18:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Hermes Int A20772'306.1562EUR2'306.16
(100.00%)
-10.98%1'332.958
(57.80%)
35.85%2.1681
LVMH A601.8847.70EUR847.70
(100.00%)
-40.79%489.971
(57.80%)
18.62%5.8983
Kering N226.15426.00EUR426.00
(100.00%)
-88.00%246.228
(57.80%)
-8.66%11.7371

Reference data

ISIN CH1329109669
Security 132910966
Symbol Z097EZ
Currency EUR
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'600.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.24%
Premium portion p.a.4.76%
Coupon date04.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date28.02.2024
Payment day04.03.2024
First trading day04.03.2024
Last trading day28.08.2025
Final fixing day28.08.2025
Redemption date04.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term274
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 5'000.00
Performance of underlying since issue -46.81%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.24%
Cash value of fixed income investment upon issue95.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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