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ZKB Barrier Reverse Convertible on worst of
S&P 500®/FTSE 100 Index/Deutscher Aktienindex DAX®

ISIN: CH1329124460 Security: 132912446 Symbol: Z09EUZ Life cycle
Secondary market

Bid Price 104.06%

Ask Price 104.56%

Currency qCHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
S&P 500® Indexn.a.5'209.91USD5'209.91
(100.00%)
12.51%3'907.433
(75.00%)
34.38%n.a.
FTSE 100 Indexn.a.7'934.79GBP7'934.79
(100.00%)
4.02%5'951.093
(75.00%)
28.01%n.a.
DAX® Index19322.5918'076.69EUR18'076.69
(100.00%)
6.37%13'557.518
(75.00%)
29.77%n.a.

Reference data

ISIN CH1329124460
Security 132912446
Symbol Z09EUZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'052.96

Coupon

Coupon (Coupon p.a.)5.30% (5.76% )
Coupon paymentguaranteed
Interest portion p.a.1.17%
Premium portion p.a.4.59%
Coupon date17.03.2025
Day count convention30/360 (German), modified following
Accrued coupon3.54%

Life cycle

Issue price100.00%
Initial fixing date09.04.2024
Payment day16.04.2024
First trading day16.04.2024
Last trading day10.03.2025
Final fixing day10.03.2025
Redemption date17.03.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term105
Issue amount900'000.00

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 4.18%

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 Return1.17%
Cash value of fixed income investment upon issue98.94%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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