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

ISIN: CH1329114800 Security: 132911480 Symbol: Z099YZ Life cycle
Secondary market

Bid Price 65.11%

Ask Price 65.81%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 20.12.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N73.9893.99CHF93.99
(100.00%)
-27.39%n.v.n.v10.6394
Roche GS247.4242.00CHF242.00
(100.00%)
1.94%n.v.n.v4.1322
The Swatch Grp A161.55208.00CHF208.00
(100.00%)
-29.23%n.v.n.v4.8077
Adecco N21.9234.83CHF34.83
(100.00%)
-58.46%Hitn.v28.7109

Reference data

ISIN CH1329114800
Security 132911480
Symbol Z099YZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (12.00% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.10.68%
Coupon date20.01.2025
Day count convention30/360 (German), modified following
Accrued coupon0.20%

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 term78
Issue amount5'000'000.00

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 -36.89%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

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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