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11.00% ZKB Barrier Reverse Convertible, 27.06.2025 on worst of SBUX UW/KO UN/PEP UW
Coca-Cola Co/PepsiCo Inc/Starbucks Corp

ISIN: CH1329141753 Security: 132914175 Symbol: Z09OIZ Life cycle
gray-market

Bid Price 99.59%

Ask Price 100.09%

Currency USD

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 26.06.2024 05:17:57

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Coca-Cola A64.02562.18USD62.18
(100.00%)
2.61%42.904
(69.00%)
32.80%16.0823
PepsiCo A166.17166.68USD166.68
(100.00%)
0.00%115.009
(69.00%)
31.00%5.9995
Starbucks A78.82579.72USD79.72
(100.00%)
-1.01%55.007
(69.00%)
30.30%12.5439

Reference data

ISIN CH1329141753
Security 132914175
Symbol Z09OIZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'110.00

Coupon

Coupon (Coupon p.a.)11.00% (11.00% )
Coupon paymentguaranteed
Interest portion p.a.5.12%
Premium portion p.a.5.88%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued coupon0.12%

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 term358
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -1.00%

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 Return5.12%
Cash value of fixed income investment upon issue95.13%
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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