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11.15% ZKB Barrier Reverse Convertible, 13.09.2024 on worst of LOGN SE/DOCM SE/VACN SE
DocMorris AG/Logitech International SA/VAT Group AG

ISIN: CH1329113067 Security: 132911306 Symbol: Z0995Z Life cycle
Secondary market

Bid Price 63.03%

Ask Price 63.53%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 24.07.2024 05:14:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
DocMorris N44.2474.10CHF74.10
(100.00%)
-65.70%Hitn.v13.4953
Logitech Intl N79.178.24CHF78.24
(100.00%)
1.24%n.v.n.v12.7812
VAT Group N434.3442.80CHF442.80
(100.00%)
-1.68%n.v.n.v2.2584

Reference data

ISIN CH1329113067
Security 132911306
Symbol Z0995Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'111.50

Coupon

Coupon (Coupon p.a.)11.15% (22.30% )
Coupon paymentguaranteed
Interest portion p.a.1.52%
Premium portion p.a.20.78%
Coupon date13.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.81%

Life cycle

Issue price100.00%
Initial fixing date06.03.2024
Payment day13.03.2024
First trading day13.03.2024
Last trading day06.09.2024
Final fixing day06.09.2024
Redemption date13.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term43
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 -39.65%

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 Return1.52%
Cash value of fixed income investment upon issue99.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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