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ZKB Callable Barrier Reverse Convertible on worst of
BELIMO Holding AG/Compagnie Financière Richemont SA/Barry Callebaut AG

ISIN: CH1303993617 Security: 130399361 Symbol: Z091HZ Life cycle
Secondary market

Bid Price 101.83%

Ask Price 102.53%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 23.07.2024 11:08:45

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Belimo Hldg N528.5399.80CHF399.80
(100.00%)
24.49%235.882
(59.00%)
55.45%5.0025
Cie Fin Richemont N135.3128.70CHF128.70
(100.00%)
4.77%75.933
(59.00%)
43.82%15.5400
Barry Callebaut N14211'286.00CHF1'286.00
(100.00%)
9.50%758.740
(59.00%)
46.61%1.5552

Reference data

ISIN CH1303993617
Security 130399361
Symbol Z091HZ
Currency CHF
Currency hedging No
Nominal amount 2'000.00
Barrier level observation continuous
Maximum repayment 2'315.00

Coupon

Coupon (Coupon p.a.)15.75% (10.50% )
Coupon paymentguaranteed
Interest portion p.a.1.29%
Premium portion p.a.9.21%
Coupon date13.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.10%

Life cycle

Issue price100.00%
Initial fixing date06.02.2024
Payment day13.02.2024
First trading day13.02.2024
Last trading day06.08.2025
Final fixing day06.08.2025
Redemption date13.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term378
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 2'000.00
Performance of underlying since issue 5.01%

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 Return1.29%
Cash value of fixed income investment upon issue98.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date13.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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