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8.00% ZKB Barrier Reverse Convertible, 06.08.2025 on worst of KHC UW/PEP UW/MDLZ UW
PepsiCo Inc/Mondelez International Inc/The Kraft Heinz Company

ISIN: CH1358041551 Security: 135804155 Symbol: Z09TYZ Life cycle
Secondary market

Bid Price 99.33%

Ask Price 99.83%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
PepsiCo A160.34173.21USD173.21
(100.00%)
-8.80%103.926
(60.00%)
34.72%5.7733
Mondelez Int Inc -A-64.7967.10USD67.10
(100.00%)
-3.71%40.260
(60.00%)
37.77%14.9031
The Kraft Heinz Co A31.0933.42USD33.42
(100.00%)
-7.89%20.052
(60.00%)
35.26%29.9222

Reference data

ISIN CH1358041551
Security 135804155
Symbol Z09TYZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.4.80%
Premium portion p.a.3.20%
Coupon date06.02.2025
Day count convention30/360 (German), modified following
Accrued coupon2.44%

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 term249
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 -8.09%

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 Return4.80%
Cash value of fixed income investment upon issue95.42%
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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