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5.24% ZKB Barrier Reverse Convertible, 25.07.2025 on worst of SPX/SMI/DAX
Swiss Market Index SMI/Deutscher Aktienindex DAX®/S&P 500®

ISIN: CH1358040785 Security: 135804078 Symbol: Z09TBZ Life cycle
Secondary market

Bid Price 100.69%

Ask Price 101.19%

Currency qCHF

Exchange SIX Structured Products

Volume 750'000.00

Volume 750'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index11716.512'247.61CHF12'247.61
(100.00%)
-4.47%9'185.708
(75.00%)
21.65%n.a.
DAX® Index19322.5918'354.76EUR18'354.76
(100.00%)
4.92%13'766.070
(75.00%)
28.69%n.a.
S&P 500® Indexn.a.5'544.59USD5'544.59
(100.00%)
6.92%4'158.443
(75.00%)
30.19%n.a.

Reference data

ISIN CH1358040785
Security 135804078
Symbol Z09TBZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'052.40

Coupon

Coupon (Coupon p.a.)5.24% (5.24% )
Coupon paymentguaranteed
Interest portion p.a.0.96%
Premium portion p.a.4.28%
Coupon date25.07.2025
Day count convention30/360 (German), modified following
Accrued coupon1.78%

Life cycle

Issue price100.00%
Initial fixing date18.07.2024
Payment day25.07.2024
First trading day25.07.2024
Last trading day18.07.2025
Final fixing day18.07.2025
Redemption date25.07.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term235
Issue amount900'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -4.28%

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 Return0.96%
Cash value of fixed income investment upon issue99.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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