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16.51% ZKB Barrier Reverse Convertible, 08.02.2027 on worst of SENS SE/VACN SE/COTN SE
Sensirion Holding AG/Comet Holding AG/VAT Group AG

ISIN: CH1358043805 Security: 135804380 Symbol: Z09UXZ Life cycle
gray-market

Bid Price 97.53%

Ask Price 98.03%

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 02.08.2024 05:17:53

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Sensirion Holding N81.381.25CHF62.64
(77.09%)
22.96%48.750
(60.00%)
40.04%79.8267
Comet Holding313340.00CHF262.11
(77.09%)
16.26%204.000
(60.00%)
34.82%19.0762
VAT Group N388.4430.45CHF331.83
(77.09%)
14.56%258.270
(60.00%)
33.50%15.0678

Reference data

ISIN CH1358043805
Security 135804380
Symbol Z09UXZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation at maturity
Maximum repayment 5'825.92

Coupon

Coupon (Coupon p.a.)16.52% (6.60% )
Coupon paymentguaranteed
Interest portion p.a.0.82%
Premium portion p.a.5.78%
Coupon date10.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.07.2024
Payment day07.08.2024
First trading day07.08.2024
Last trading day01.02.2027
Final fixing day01.02.2027
Redemption date08.02.2027
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term910
Issue amount35'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -9.77%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.82%
Cash value of fixed income investment upon issue97.98%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.02.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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