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ZKB Barrier Reverse Convertible on worst of
TEMENOS AG/ABB Ltd/Sika AG

ISIN: CH1329109818 Security: 132910981 Symbol: Z097GZ Life cycle
Secondary market

Bid Price 110.29%

Ask Price 110.79%

Currency qUSD

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
Temenos Group AG58.6564.74CHF64.74
(100.00%)
-10.38%38.844
(60.00%)
33.77%n.a.
ABB N49.5840.35CHF40.35
(100.00%)
18.62%24.210
(60.00%)
51.17%n.a.
Sika N229253.60CHF253.60
(100.00%)
-10.74%152.160
(60.00%)
33.55%n.a.

Reference data

ISIN CH1329109818
Security 132910981
Symbol Z097GZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'106.85

Coupon

Coupon (Coupon p.a.)10.69% (14.30% )
Coupon paymentguaranteed
Interest portion p.a.5.30%
Premium portion p.a.9.00%
Coupon date05.12.2024
Day count convention30/360 (German), modified following
Accrued coupon10.33%

Life cycle

Issue price100.00%
Initial fixing date28.02.2024
Payment day06.03.2024
First trading day06.03.2024
Last trading day28.11.2024
Final fixing day28.11.2024
Redemption date05.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term6
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 -9.70%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return5.30%
Cash value of fixed income investment upon issue96.22%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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