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14.50% ZKB Barrier Reverse Convertible, 27.06.2025 on worst of F UN/GM UN/TSLA UW
General Motors Co/Ford Motor Co/Tesla Inc

ISIN: CH1329141811 Security: 132914181 Symbol: Z09OOZ Life cycle
Secondary market

Bid Price 107.08%

Ask Price 107.58%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
General Motors A55.4547.77USD47.77
(100.00%)
14.03%23.407
(49.00%)
57.87%20.9336
Ford Motor A10.836211.94USD11.94
(100.00%)
-11.02%5.851
(49.00%)
45.60%83.7521
Tesla Motors A340.95181.57USD181.57
(100.00%)
46.76%88.969
(49.00%)
73.91%5.5075

Reference data

ISIN CH1329141811
Security 132914181
Symbol Z09OOZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'145.00

Coupon

Coupon (Coupon p.a.)14.50% (14.50% )
Coupon paymentguaranteed
Interest portion p.a.5.12%
Premium portion p.a.9.38%
Coupon date27.12.2024
Day count convention30/360 (German), modified following
Accrued coupon6.00%

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 term210
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -9.92%

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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