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13.10% (26.20% p.a.) ZKB Barrier Reverse Convertible
DocMorris AG Namenaktie

ISIN: CH1304003598 Security: 130400359 Symbol: Z24AFZ Life cycle
Secondary market

Bid Price 93.69%

Ask Price 94.19%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 08.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
DocMorris N7593.4946CHF93.49
(100.00%)
-24.66%65.446
(70.00%)
12.74%10.6958

Reference data

ISIN CH1304003598
Security 130400359
Symbol Z24AFZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'131.00

Coupon

Coupon (Coupon p.a.)13.10% (26.20% )
Coupon paymentguaranteed
Interest portion p.a.1.49%
Premium portion p.a.24.71%
Coupon date20.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day13.08.2024
Final fixing day13.08.2024
Redemption date20.08.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term95
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 -19.78%

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 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, EEA, Guernsey, GB

Redemption

Redemption date20.08.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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