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8.75% ZKB Barrier Reverse Convertible, 24.12.2024 on worst of DOCM SE/RDC GY
DocMorris AG/Redcare Pharmacy NV

ISIN: CH1329142033 Security: 132914203 Symbol: Z09OVZ Life cycle
Secondary market

Bid Price 88.00%

Ask Price 88.50%

Currency qCHF

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 25.11.2024 01:54:42

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
DocMorris N30.5255.00CHF55.00
(100.00%)
-79.62%27.500
(50.00%)
10.19%n.a.
Redcare Pharmacy NV147.3111.90EUR111.90
(100.00%)
23.93%55.950
(50.00%)
61.96%n.a.

Reference data

ISIN CH1329142033
Security 132914203
Symbol Z09OVZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.50

Coupon

Coupon (Coupon p.a.)8.75% (17.50% )
Coupon paymentguaranteed
Interest portion p.a.1.27%
Premium portion p.a.16.23%
Coupon date24.12.2024
Day count convention30/360 (German), modified following
Accrued coupon7.49%

Life cycle

Issue price100.00%
Initial fixing date17.06.2024
Payment day24.06.2024
First trading day24.06.2024
Last trading day17.12.2024
Final fixing day17.12.2024
Redemption date24.12.2024
Redemption typeCash Settlement
Early redemptionNo
Residual term21
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -44.33%

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 Return1.27%
Cash value of fixed income investment upon issue99.37%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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