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ZKB Barrier Reverse Convertible on worst of
Julius Baer Gruppe AG/The Swatch Group AG/Compagnie Financière Richemont SA

ISIN: CH1329119866 Security: 132911986 Symbol: Z09C6Z Life cycle
Secondary market

Bid Price 101.60%

Ask Price 102.10%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 29.05.2024 05:14:24

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N53.6253.30CHF53.30
(100.00%)
0.49%26.650
(50.00%)
50.24%18.7617
The Swatch Grp A188.95212.90CHF212.90
(100.00%)
-12.44%106.450
(50.00%)
43.78%4.6970
Cie Fin Richemont N142.25137.75CHF137.75
(100.00%)
3.27%68.875
(50.00%)
51.63%7.2595

Reference data

ISIN CH1329119866
Security 132911986
Symbol Z09C6Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.50

Coupon

Coupon (Coupon p.a.)11.25% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.09%
Premium portion p.a.6.41%
Coupon date10.10.2024
Day count convention30/360 (German), modified following
Accrued coupon1.10%

Life cycle

Issue price100.00%
Initial fixing date04.04.2024
Payment day10.04.2024
First trading day10.04.2024
Last trading day06.10.2025
Final fixing day06.10.2025
Redemption date10.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term494
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -11.06%

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 Return1.09%
Cash value of fixed income investment upon issue98.39%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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