Inhaltsseite: Home

ZKB Barrier Reverse Convertible on worst of
Unicredit SpA/Enel S.p.A./Ferrari N.V./Assicurazioni Generali S.p.A.

ISIN: CH1329133347 Security: 132913334 Symbol: Z09K3Z Life cycle
Secondary market

Bid Price 104.30%

Ask Price 104.80%

Currency EUR

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
UNICREDIT37.85536.145EUR36.15
(100.00%)
6.81%20.964
(58.00%)
45.95%27.6663
ENEL SpA6.7216.606EUR6.61
(100.00%)
1.70%3.832
(58.00%)
42.98%151.3775
Ferrari A417.7384.60EUR384.60
(100.00%)
7.92%223.068
(58.00%)
46.60%2.6001
Assicuraz.Gen.A26.9623.37EUR23.37
(100.00%)
13.44%13.555
(58.00%)
49.80%42.7899

Reference data

ISIN CH1329133347
Security 132913334
Symbol Z09K3Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.53%
Premium portion p.a.6.47%
Coupon date28.11.2024
Day count convention30/360 (German), modified following
Accrued coupon4.97%

Life cycle

Issue price100.00%
Initial fixing date23.05.2024
Payment day28.05.2024
First trading day28.05.2024
Last trading day23.05.2025
Final fixing day23.05.2025
Redemption date28.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term179
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 1.73%

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 Return3.53%
Cash value of fixed income investment upon issue96.59%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading