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5.00% ZKB Barrier Reverse Convertible, 10.06.2025 on worst of SMI/NDX/SX5E
Swiss Market Index SMI/EURO STOXX 50/NASDAQ 100

ISIN: CH1329136621 Security: 132913662 Symbol: Z09M0Z Life cycle
Secondary market

Bid Price 100.91%

Ask Price 101.41%

Currency qEUR

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
SMI® Index11716.512'007.04CHF12'007.04
(100.00%)
-2.48%7'804.576
(65.00%)
33.39%n.a.
EURO STOXX 50® Index4789.085'003.54EUR5'003.54
(100.00%)
-4.52%3'252.301
(65.00%)
32.06%n.a.
NASDAQ 100® Index20776.22955318'600.9743USD18'600.97
(100.00%)
10.10%12'090.633
(65.00%)
41.56%n.a.

Reference data

ISIN CH1329136621
Security 132913662
Symbol Z09M0Z
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'050.00

Coupon

Coupon (Coupon p.a.)5.00% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.3.48%
Premium portion p.a.1.52%
Coupon date10.12.2024
Day count convention30/360 (German), modified following
Accrued coupon2.32%

Life cycle

Issue price100.00%
Initial fixing date03.06.2024
Payment day10.06.2024
First trading day10.06.2024
Last trading day03.06.2025
Final fixing day03.06.2025
Redemption date10.06.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term190
Issue amount600'000.00

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 -4.33%

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 Return3.48%
Cash value of fixed income investment upon issue96.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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