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ZKB Callable Barrier Reverse Convertible on worst of
Amazon.com Inc/Apple Inc/Microsoft Corp/Alphabet Inc/Meta Platforms Inc

ISIN: CH1303999796 Security: 130399979 Symbol: Z093DZ Life cycle
Secondary market

Bid Price 97.30%

Ask Price 98.00%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Amazon.Com A184.7172.34USD172.34
(100.00%)
6.57%103.404
(60.00%)
43.94%5.8025
Apple A189.82187.15USD187.15
(100.00%)
1.21%112.290
(60.00%)
40.73%5.3433
Microsoft N420.21415.26USD415.26
(100.00%)
0.94%249.156
(60.00%)
40.56%2.4081
Alphabet A -A-176.13147.53USD147.53
(100.00%)
15.96%88.518
(60.00%)
49.57%6.7783
Meta Platforms N471.91468.90USD468.90
(100.00%)
0.28%281.340
(60.00%)
40.17%2.1327

Reference data

ISIN CH1303999796
Security 130399979
Symbol Z093DZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'140.00

Coupon

Coupon (Coupon p.a.)14.00% (14.00% )
Coupon paymentguaranteed
Interest portion p.a.4.96%
Premium portion p.a.9.04%
Coupon date20.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.04%

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day20.02.2024
First trading day20.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date20.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term268
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 0.28%

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 Return4.96%
Cash value of fixed income investment upon issue95.28%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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