Inhaltsseite: Home

ZKB Callable Barrier Reverse Convertible on worst of
Alcon AG/Compagnie Financière Richemont SA/Swiss Life Holding AG/Lonza Group AG

ISIN: CH1303992171 Security: 130399217 Symbol: Z090WZ Life cycle
Secondary market

Bid Price 99.67%

Ask Price 100.37%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 30.07.2024 04:07:40

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Alcon N82.9264.98CHF64.98
(100.00%)
21.69%34.439
(53.00%)
58.50%15.3894
Cie Fin Richemont N134.55128.50CHF128.50
(100.00%)
4.81%68.105
(53.00%)
49.55%7.7821
Swiss Life N674.2614.00CHF614.00
(100.00%)
8.79%325.420
(53.00%)
51.66%1.6287
Lonza Grp N581427.70CHF427.70
(100.00%)
26.28%226.681
(53.00%)
60.93%2.3381

Reference data

ISIN CH1303992171
Security 130399217
Symbol Z090WZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.8.81%
Coupon date08.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.64%

Life cycle

Issue price100.00%
Initial fixing date01.02.2024
Payment day08.02.2024
First trading day08.02.2024
Last trading day04.08.2025
Final fixing day04.08.2025
Redemption date08.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term369
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 5.06%

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 Return1.20%
Cash value of fixed income investment upon issue98.23%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading