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ZKB Barrier Reverse Convertible on worst of
Moderna Inc/BioNTech SE

ISIN: CH1394339431 Security: 139433943 Symbol: Z0ACAZ Life cycle
gray-market

Bid Price 103.38%

Ask Price 104.08%

Currency USD

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 22.11.2024 05:18:33

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Moderna N41.1136.94USD36.94
(100.00%)
11.92%18.101
(49.00%)
56.84%27.0709
BioNTech A113.13102.14USD102.14
(100.00%)
10.32%50.049
(49.00%)
56.06%9.7905

Reference data

ISIN CH1394339431
Security 139433943
Symbol Z0ACAZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (20.00% )
Coupon paymentguaranteed
Interest portion p.a.4.55%
Premium portion p.a.15.45%
Coupon date27.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.11.2024
Payment day27.11.2024
First trading day27.11.2024
Last trading day20.05.2025
Final fixing day20.05.2025
Redemption date27.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term177
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 11.50%

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 Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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