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13.03% ZKB Barrier Reverse Convertible, 02.06.2026 on worst of EMSN SE/HELN SE/BALN SE/SCMN SE
EMS-CHEMIE HOLDING AG/Helvetia Holding AG/Baloise-Holding AG/Swisscom AG

ISIN: CH1329137140 Security: 132913714 Symbol: Z09M3Z Life cycle
Secondary market

Bid Price 97.31%

Ask Price 97.81%

Currency CHF

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
EMS-CHEM HLDG N639.5750.4728CHF750.47
(100.00%)
-17.44%532.836
(71.00%)
16.61%1.3325
Helvetia Hldg N153.7128.80CHF128.80
(100.00%)
16.20%91.448
(71.00%)
40.50%7.7640
Bâloise-Hldg N168.5152.80CHF152.80
(100.00%)
8.99%108.488
(71.00%)
35.39%6.5445
Swisscom N509.5492.00CHF492.00
(100.00%)
3.34%349.320
(71.00%)
31.37%2.0325

Reference data

ISIN CH1329137140
Security 132913714
Symbol Z09M3Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'130.36

Coupon

Coupon (Coupon p.a.)13.04% (6.50% )
Coupon paymentguaranteed
Interest portion p.a.1.22%
Premium portion p.a.5.28%
Coupon date02.06.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date24.05.2024
Payment day31.05.2024
First trading day31.05.2024
Last trading day26.05.2026
Final fixing day26.05.2026
Redemption date02.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term547
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 -14.85%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.22%
Cash value of fixed income investment upon issue97.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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