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ZKB Callable Barrier Reverse Convertible on worst of
Adecco Group AG/The Swatch Group AG/Roche Holding AG/Nestlé AG

ISIN: CH1329112887 Security: 132911288 Symbol: Z098UZ Life cycle
Secondary market

Bid Price 77.43%

Ask Price 78.13%

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume 150'000.00

Date/time (realtime) 23.12.2024 05:14:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adecco N21.9834.83CHF34.83
(100.00%)
-58.46%20.898
(60.00%)
4.92%28.7109
The Swatch Grp A162.3208.00CHF208.00
(100.00%)
-28.08%124.800
(60.00%)
23.15%4.8077
Roche GS250.2242.00CHF242.00
(100.00%)
3.24%145.200
(60.00%)
41.94%4.1322
Nestlé N73.9693.99CHF93.99
(100.00%)
-27.12%56.394
(60.00%)
23.73%10.6394

Reference data

ISIN CH1329112887
Security 132911288
Symbol Z098UZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.50

Coupon

Coupon (Coupon p.a.)8.75% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.7.43%
Coupon date18.03.2025
Day count convention30/360 (German), modified following
Accrued coupon0.17%

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 term77
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -36.89%

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 Return1.32%
Cash value of fixed income investment upon issue98.70%
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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