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11.00% ZKB Barrier Reverse Convertible, 16.05.2025 on worst of NVDA UW/GOOG UW/MSFT UW
NVIDIA Corp/Microsoft Corp/Alphabet Inc

ISIN: CH1329131515 Security: 132913151 Symbol: Z09IQZ Life cycle
Secondary market

Bid Price 104.10%

Ask Price 104.60%

Currency USD

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 14.06.2024 05:16:26

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A131.8890.399USD90.40
(100.00%)
30.28%44.296
(49.00%)
65.84%11.0621
Microsoft N442.57413.72USD413.72
(100.00%)
6.26%202.723
(49.00%)
54.07%2.4171
Alphabet A -C-178.37170.90USD170.90
(100.00%)
4.10%83.741
(49.00%)
53.01%5.8514

Reference data

ISIN CH1329131515
Security 132913151
Symbol Z09IQZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'110.00

Coupon

Coupon (Coupon p.a.)11.00% (11.00% )
Coupon paymentguaranteed
Interest portion p.a.5.22%
Premium portion p.a.5.78%
Coupon date18.11.2024
Day count convention30/360 (German), modified following
Accrued coupon1.01%

Life cycle

Issue price100.00%
Initial fixing date13.05.2024
Payment day16.05.2024
First trading day16.05.2024
Last trading day13.05.2025
Final fixing day13.05.2025
Redemption date16.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term330
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 4.27%

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 Return5.22%
Cash value of fixed income investment upon issue95.04%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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