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8.25% ZKB Barrier Reverse Convertible, 06.06.2025 on worst of KNIN SE/GIVN SE/GEBN SE/HOLN SE/LONN SE
Geberit AG/Givaudan AG/Kuehne + Nagel International AG/Holcim Ltd/Lonza Group AG

ISIN: CH1329138676 Security: 132913867 Symbol: Z09MCZ Life cycle
Secondary market

Bid Price 100.05%

Ask Price 100.55%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 18.06.2024 03:06:53

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N543556.40CHF556.40
(100.00%)
-2.43%278.200
(50.00%)
48.78%8.9863
Givaudan N43374'204.00CHF4'204.00
(100.00%)
3.09%2'102.000
(50.00%)
51.54%1.1893
Kühne + Nagel Int N256.8251.20CHF251.20
(100.00%)
2.18%125.600
(50.00%)
51.09%19.9045
Holcim N80.8679.62CHF79.62
(100.00%)
1.53%39.810
(50.00%)
50.77%62.7983
Lonza Grp N478.2488.60CHF488.60
(100.00%)
-2.13%244.300
(50.00%)
48.93%10.2333

Reference data

ISIN CH1329138676
Security 132913867
Symbol Z09MCZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'412.50

Coupon

Coupon (Coupon p.a.)8.25% (8.25% )
Coupon paymentguaranteed
Interest portion p.a.1.33%
Premium portion p.a.6.92%
Coupon date06.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.34%

Life cycle

Issue price100.00%
Initial fixing date30.05.2024
Payment day06.06.2024
First trading day06.06.2024
Last trading day30.05.2025
Final fixing day30.05.2025
Redemption date06.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term345
Issue amount3'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -2.37%

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 Return1.33%
Cash value of fixed income investment upon issue98.68%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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