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12.75% ZKB Barrier Reverse Convertible, 27.06.2025 on worst of ENR GY/NDX1 GY
Nordex SE/Siemens Energy AG

ISIN: CH1329141670 Security: 132914167 Symbol: Z09ODZ Life cycle
Secondary market

Bid Price 98.11%

Ask Price 98.71%

Currency EUR

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 28.06.2024 10:40:13

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nordex A11.9412.57EUR12.57
(100.00%)
-5.81%6.285
(50.00%)
47.10%79.5545
Siemens Energy N24.7124.92EUR24.92
(100.00%)
-1.59%12.460
(50.00%)
49.21%40.1284

Reference data

ISIN CH1329141670
Security 132914167
Symbol Z09ODZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.50

Coupon

Coupon (Coupon p.a.)12.75% (12.75% )
Coupon paymentguaranteed
Interest portion p.a.3.40%
Premium portion p.a.9.35%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued coupon0.21%

Life cycle

Issue price100.00%
Initial fixing date20.06.2024
Payment day27.06.2024
First trading day27.06.2024
Last trading day20.06.2025
Final fixing day20.06.2025
Redemption date27.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term356
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -5.49%

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 Return3.40%
Cash value of fixed income investment upon issue96.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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