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ZKB Barrier Reverse Convertible on worst of
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1329117217 Security: 132911721 Symbol: Z09B3Z Life cycle
Secondary market

Bid Price 101.09%

Ask Price 101.59%

Currency qUSD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index12000.8611'730.43CHF11'730.43
(100.00%)
2.25%7'624.780
(65.00%)
36.46%n.a.
EURO STOXX 50® Index4983.675'083.42EUR5'083.42
(100.00%)
-2.14%3'304.223
(65.00%)
33.61%n.a.
S&P 500® Indexn.a.5'254.35USD5'254.35
(100.00%)
-0.88%3'415.328
(65.00%)
34.43%n.a.

Reference data

ISIN CH1329117217
Security 132911721
Symbol Z09B3Z
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'070.00

Coupon

Coupon (Coupon p.a.)7.00% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.5.09%
Premium portion p.a.1.91%
Coupon date04.10.2024
Day count convention30/360 (German), modified following
Accrued coupon1.19%

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 typeCash Settlement
Early redemptionNo
Residual term301
Issue amount600'000.00

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 -2.10%

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 Return5.09%
Cash value of fixed income investment upon issue95.16%
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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