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ZKB Barrier Reverse Convertible on worst of
Zurich Insurance Group AG/Baloise-Holding AG/Helvetia Holding AG/Sika AG

ISIN: CH1329121607 Security: 132912160 Symbol: Z09D8Z Life cycle
Secondary market

Bid Price 101.93%

Ask Price 102.43%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.07.2024 03:59:44

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N474.3486.30CHF486.30
(100.00%)
-2.49%340.410
(70.00%)
28.26%2.0563
Bâloise-Hldg N158.3141.30CHF141.30
(100.00%)
10.80%98.910
(70.00%)
37.56%7.0771
Helvetia Hldg N129.7124.30CHF124.30
(100.00%)
4.16%87.010
(70.00%)
32.91%8.0451
Sika N264.3268.60CHF268.60
(100.00%)
-1.21%188.020
(70.00%)
29.16%3.7230

Reference data

ISIN CH1329121607
Security 132912160
Symbol Z09D8Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.76

Coupon

Coupon (Coupon p.a.)8.78% (8.80% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.7.61%
Coupon date07.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.39%

Life cycle

Issue price100.00%
Initial fixing date28.03.2024
Payment day08.04.2024
First trading day08.04.2024
Last trading day31.03.2025
Final fixing day31.03.2025
Redemption date07.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term251
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 -2.43%

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 issue98.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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