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ZKB Barrier Reverse Convertible on worst of
Adecco Group AG/Julius Baer Gruppe AG/Swisscom AG/Roche Holding AG

ISIN: CH1329117126 Security: 132911712 Symbol: Z09AZZ Life cycle
Secondary market

Bid Price 80.79%

Ask Price 81.29%

Currency CHF

Exchange ZKB

Volume 500'000.00

Volume 500'000.00

Date/time (realtime) 23.12.2024 04:32:37

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adecco N22.0235.66CHF35.66
(100.00%)
-62.24%21.039
(59.00%)
4.28%28.0426
Julius Baer Grp N57.6852.08CHF52.08
(100.00%)
9.77%30.727
(59.00%)
46.77%19.2012
Swisscom N501.5551.40CHF551.40
(100.00%)
-9.95%325.326
(59.00%)
35.13%1.8136
Roche GS250.3229.70CHF229.70
(100.00%)
8.16%135.523
(59.00%)
45.81%4.3535

Reference data

ISIN CH1329117126
Security 132911712
Symbol Z09AZZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'090.00

Coupon

Coupon (Coupon p.a.)9.00% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.7.81%
Coupon date04.04.2025
Day count convention30/360 (German), modified following
Accrued coupon6.55%

Life cycle

Issue price100.00%
Initial fixing date28.03.2024
Payment day04.04.2024
First trading day04.04.2024
Last trading day31.03.2025
Final fixing day31.03.2025
Redemption date04.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term97
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 -38.36%

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 Return1.19%
Cash value of fixed income investment upon issue98.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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