Inhaltsseite: Home

12.75% ZKB Barrier Reverse Convertible, 24.12.2025 on worst of ABBN SE/HOLN SE/SIKA SE/GIVN SE
ABB Ltd/Holcim Ltd/Sika AG/Givaudan AG

ISIN: CH1329141472 Security: 132914147 Symbol: Z09O2Z Life cycle
Secondary market

Bid Price 99.00%

Ask Price 99.50%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 31.07.2024 04:16:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ABB N48.5451.24CHF51.24
(100.00%)
-5.50%33.306
(65.00%)
31.43%97.5800
Holcim N82.0481.54CHF81.54
(100.00%)
0.95%53.001
(65.00%)
35.62%61.3196
Sika N268.6260.40CHF260.40
(100.00%)
3.66%169.260
(65.00%)
37.38%19.2012
Givaudan N42834'325.00CHF4'325.00
(100.00%)
-0.68%2'811.250
(65.00%)
34.56%1.1561

Reference data

ISIN CH1329141472
Security 132914147
Symbol Z09O2Z
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'637.50

Coupon

Coupon (Coupon p.a.)12.75% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.1.06%
Premium portion p.a.7.44%
Coupon date24.12.2024
Day count convention30/360 (German), modified following
Accrued coupon0.97%

Life cycle

Issue price100.00%
Initial fixing date20.06.2024
Payment day24.06.2024
First trading day24.06.2024
Last trading day22.12.2025
Final fixing day22.12.2025
Redemption date24.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term508
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -5.21%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.06%
Cash value of fixed income investment upon issue98.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading