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17.00% ZKB Barrier Reverse Convertible, 08.02.2027 on worst of VACN SE/SENS SE/COTN SE
Sensirion Holding AG/Comet Holding AG/VAT Group AG

ISIN: CH1358044373 Security: 135804437 Symbol: Z09UZZ Life cycle
gray-market

Bid Price 96.79%

Ask Price 97.29%

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 N81.381.55CHF63.11
(77.38%)
22.09%48.930
(60.00%)
39.59%316.9239
Comet Holding313348.50CHF269.68
(77.38%)
14.25%209.100
(60.00%)
33.51%74.1611
VAT Group N388.4443.15CHF342.93
(77.38%)
12.50%265.890
(60.00%)
32.15%58.3214

Reference data

ISIN CH1358044373
Security 135804437
Symbol Z09UZZ
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation at maturity
Maximum repayment 23'400.00

Coupon

Coupon (Coupon p.a.)17.00% (6.80% )
Coupon paymentguaranteed
Interest portion p.a.0.76%
Premium portion p.a.6.04%
Coupon date10.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date31.07.2024
Payment day08.08.2024
First trading day08.08.2024
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 amount100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
Performance of underlying since issue -11.56%

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 Return0.76%
Cash value of fixed income investment upon issue98.13%
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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