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8.70% ZKB Barrier Reverse Convertible
Shell PLC Namenaktie

ISIN: CH1329122324 Security: 132912232 Symbol: Z24ANZ Life cycle
Secondary market

Bid Price 102.41%

Ask Price 102.91%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 07.08.2024 12:59:25

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Royal Dutch Shell A32.232.13EUR32.13
(100.00%)
0.11%24.098
(75.00%)
25.08%31.1236

Reference data

ISIN CH1329122324
Security 132912232
Symbol Z24ANZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.00

Coupon

Coupon (Coupon p.a.)8.70% (8.70% )
Coupon paymentguaranteed
Interest portion p.a.3.42%
Premium portion p.a.5.28%
Coupon date10.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.04.2024
Payment day10.04.2024
First trading day10.04.2024
Last trading day03.04.2025
Final fixing day03.04.2025
Redemption date10.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term238
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 0.11%

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 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, EEA, Guernsey, GB

Redemption

Redemption date10.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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