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9.37% ZKB Barrier Reverse Convertible, 19.02.2026 on worst of EMMN SE/BARN SE/NESN SE/LISP SE
Chocoladefabriken Lindt & Spruengli AG/Emmi AG/Nestlé AG/Barry Callebaut AG

ISIN: CH1358046873 Security: 135804687 Symbol: Z09WAZ Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lindt & Sprüngli...1126011'201.8509CHF11'201.85
(100.00%)
n.a.7'729.277
(69.00%)
n.a.1.7854
Emmi N921910.1504CHF910.15
(100.00%)
n.a.628.004
(69.00%)
n.a.21.9744
Nestlé N89.2888.6170CHF88.62
(100.00%)
n.a.61.146
(69.00%)
n.a.225.6902
Barry Callebaut N14551'455.2404CHF1'455.24
(100.00%)
n.a.1'004.116
(69.00%)
n.a.13.7434

Reference data

ISIN CH1358046873
Security 135804687
Symbol Z09WAZ
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'875.00

Coupon

Coupon (Coupon p.a.)9.38% (6.25% )
Coupon paymentguaranteed
Interest portion p.a.0.73%
Premium portion p.a.5.52%
Coupon date19.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.08.2024
Payment day19.08.2024
First trading day19.08.2024
Last trading day12.02.2026
Final fixing day12.02.2026
Redemption date19.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term553
Issue amount5'000'000.00

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

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 Return0.73%
Cash value of fixed income investment upon issue98.92%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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