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7.00% ZKB Barrier Reverse Convertible, 12.08.2025 on worst of SPX/SX5E/SMI
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1358045065 Security: 135804506 Symbol: Z09VIZ Life cycle
gray-market

Bid Price 101.64%

Ask Price 101.65%

Currency qCHF

Exchange ZKB

Volume 500'000.00

Volume 500'000.00

Date/time (realtime) 07.08.2024 03:26:04

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index11804.4611'543.25CHF11'543.25
(100.00%)
1.95%7'503.113
(65.00%)
36.27%n.a.
EURO STOXX 50® Index4657.014'571.60EUR4'571.60
(100.00%)
1.55%2'971.540
(65.00%)
36.01%n.a.
S&P 500® Indexn.a.5'186.33USD5'186.33
(100.00%)
1.02%3'371.115
(65.00%)
35.67%n.a.

Reference data

ISIN CH1358045065
Security 135804506
Symbol Z09VIZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'070.00

Coupon

Coupon (Coupon p.a.)7.00% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.0.69%
Premium portion p.a.6.31%
Coupon date12.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.08.2024
Payment day12.08.2024
First trading day12.08.2024
Last trading day05.08.2025
Final fixing day05.08.2025
Redemption date12.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term362
Issue amount800'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 1.04%

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 Return0.69%
Cash value of fixed income investment upon issue99.32%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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