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9.75% ZKB Barrier Reverse Convertible, 06.08.2025 on worst of NKE UN/NFLX UW/AAPL UW
Nike Inc/Netflix Inc/Apple Inc

ISIN: CH1358041536 Security: 135804153 Symbol: Z09TWZ Life cycle
Secondary market

Bid Price 97.15%

Ask Price 97.65%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 07.08.2024 10:12:27

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nike A -B-72.573.55USD73.55
(100.00%)
-1.45%40.453
(55.00%)
44.20%13.5962
Netflix A609.57626.96USD626.96
(100.00%)
-2.85%344.828
(55.00%)
43.43%1.5950
Apple A207.23218.24USD218.24
(100.00%)
-5.31%120.032
(55.00%)
42.08%4.5821

Reference data

ISIN CH1358041536
Security 135804153
Symbol Z09TWZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'097.50

Coupon

Coupon (Coupon p.a.)9.75% (9.75% )
Coupon paymentguaranteed
Interest portion p.a.4.79%
Premium portion p.a.4.96%
Coupon date06.02.2025
Day count convention30/360 (German), modified following
Accrued coupon0.16%

Life cycle

Issue price100.00%
Initial fixing date29.07.2024
Payment day06.08.2024
First trading day06.08.2024
Last trading day29.07.2025
Final fixing day29.07.2025
Redemption date06.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term355
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 -5.04%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.79%
Cash value of fixed income investment upon issue95.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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