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7.75% ZKB Barrier Reverse Convertible, 04.07.2025 on worst of ADS GY/SIE GY/DTE GY
adidas AG/Deutsche Telekom AG/Siemens AG

ISIN: CH1358033079 Security: 135803307 Symbol: Z09PCZ Life cycle
Secondary market

Bid Price 100.62%

Ask Price 101.12%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 24.07.2024 01:34:42

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Adidas N230.5222.60EUR222.60
(100.00%)
3.51%122.430
(55.00%)
46.93%4.4924
Deutsche Telekom N23.9523.37EUR23.37
(100.00%)
2.46%12.854
(55.00%)
46.35%42.7899
Siemens N172.28173.54EUR173.54
(100.00%)
-0.71%95.447
(55.00%)
44.61%5.7624

Reference data

ISIN CH1358033079
Security 135803307
Symbol Z09PCZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'077.50

Coupon

Coupon (Coupon p.a.)7.75% (7.75% )
Coupon paymentguaranteed
Interest portion p.a.3.36%
Premium portion p.a.4.39%
Coupon date06.01.2025
Day count convention30/360 (German), modified following
Accrued coupon0.54%

Life cycle

Issue price100.00%
Initial fixing date27.06.2024
Payment day04.07.2024
First trading day04.07.2024
Last trading day27.06.2025
Final fixing day27.06.2025
Redemption date04.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term337
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -0.70%

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 Return3.36%
Cash value of fixed income investment upon issue96.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date04.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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