Inhaltsseite: Home

9.50% ZKB Barrier Reverse Convertible, 24.01.2025 on worst of META UW/NVDA UW/GOOGL UW
NVIDIA Corp/Meta Platforms Inc/Alphabet Inc

ISIN: CH1358038946 Security: 135803894 Symbol: Z09RMZ Life cycle
Secondary market

Bid Price 99.76%

Ask Price 100.36%

Currency USD

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 24.07.2024 02:04:33

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
NVIDIA A122.59117.99USD117.99
(100.00%)
3.75%70.794
(60.00%)
42.25%8.4753
Meta Platforms N488.69461.99USD461.99
(100.00%)
5.46%277.194
(60.00%)
43.28%2.1645
Alphabet A -A-181.79181.02USD181.02
(100.00%)
0.42%108.612
(60.00%)
40.25%5.5243

Reference data

ISIN CH1358038946
Security 135803894
Symbol Z09RMZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'095.00

Coupon

Coupon (Coupon p.a.)9.50% (19.00% )
Coupon paymentguaranteed
Interest portion p.a.5.27%
Premium portion p.a.13.73%
Coupon date24.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.26%

Life cycle

Issue price100.00%
Initial fixing date17.07.2024
Payment day24.07.2024
First trading day24.07.2024
Last trading day17.01.2025
Final fixing day17.01.2025
Redemption date24.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term176
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 0.43%

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 Return5.27%
Cash value of fixed income investment upon issue97.47%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading