Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
E.ON AG/RWE AG

ISIN: CH1303992619 Security: 130399261 Symbol: Z24ERZ Life cycle
Secondary market

Bid Price 99.88%

Ask Price 100.58%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
E.ON AG12.49512.405EUR12.41
(100.00%)
0.68%7.443
(60.00%)
40.43%n.a.
RWE AG33.2234.42EUR34.42
(100.00%)
-3.61%20.652
(60.00%)
37.83%n.a.

Reference data

ISIN CH1303992619
Security 130399261
Symbol Z24ERZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'114.75

Coupon

Coupon (Coupon p.a.)11.48% (7.65% )
Coupon paymentguaranteed
Interest portion p.a.1.37%
Premium portion p.a.6.28%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.15%

Life cycle

Issue price100.00%
Initial fixing date26.01.2024
Payment day05.02.2024
First trading day05.02.2024
Last trading day28.07.2025
Final fixing day28.07.2025
Redemption date05.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term396
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 -3.49%

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 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 date05.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading