Inhaltsseite: Home

10.00% ZKB Barrier Reverse Convertible, 02.09.2025 on worst of ASML NA/MC FP/SAP GY/UCG IM
ASML Holding NV/Moët Hennessy Louis Vuitton SE/SAP SE/Unicredit SpA

ISIN: CH1358048739 Security: 135804873 Symbol: Z09XNZ Life cycle
Secondary market

Bid Price 96.86%

Ask Price 97.36%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 04.09.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
ASML Holding A736.4797.00EUR797.00
(100.00%)
-8.23%430.380
(54.00%)
41.56%1.2547
LVMH A642.6682.00EUR682.00
(100.00%)
-6.13%368.280
(54.00%)
42.69%1.4663
SAP A193.58194.20EUR194.20
(100.00%)
-0.32%104.868
(54.00%)
45.83%5.1493
UNICREDIT36.68536.415EUR36.42
(100.00%)
0.74%19.664
(54.00%)
46.40%27.4612

Reference data

ISIN CH1358048739
Security 135804873
Symbol Z09XNZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.2.89%
Premium portion p.a.7.11%
Coupon date03.03.2025
Day count convention30/360 (German), modified following
Accrued coupon0.19%

Life cycle

Issue price100.00%
Initial fixing date26.08.2024
Payment day02.09.2024
First trading day02.09.2024
Last trading day26.08.2025
Final fixing day26.08.2025
Redemption date02.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term354
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -7.60%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Return2.89%
Cash value of fixed income investment upon issue97.19%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading