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13.87% ZKB Barrier Reverse Convertible, 12.03.2026 on worst of LONN SE/SDZ SE/STMN SE/SOON SE
Lonza Group AG/Sandoz Group AG/Straumann Holding AG/Sonova Holding AG

ISIN: CH1358050529 Security: 135805052 Symbol: Z09Z0Z Life cycle
Secondary market

Bid Price 100.07%

Ask Price 100.57%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 12.09.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N542.6533.40CHF533.40
(100.00%)
1.70%314.706
(59.00%)
42.00%1.8748
Sandoz Group AG35.1735.60CHF35.60
(100.00%)
-1.22%21.004
(59.00%)
40.28%28.0899
Straumann Hldg N118.9117.10CHF117.10
(100.00%)
1.51%69.089
(59.00%)
41.89%8.5397
Sonova Hldg N303.4301.00CHF301.00
(100.00%)
0.79%177.590
(59.00%)
41.47%3.3223

Reference data

ISIN CH1358050529
Security 135805052
Symbol Z09Z0Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'138.75

Coupon

Coupon (Coupon p.a.)13.88% (9.25% )
Coupon paymentguaranteed
Interest portion p.a.0.62%
Premium portion p.a.8.63%
Coupon date12.03.2025
Day count convention30/360 (German), modified following
Accrued coupon0.13%

Life cycle

Issue price100.00%
Initial fixing date05.09.2024
Payment day12.09.2024
First trading day12.09.2024
Last trading day05.03.2026
Final fixing day05.03.2026
Redemption date12.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term538
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -1.21%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.62%
Cash value of fixed income investment upon issue99.07%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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