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ZKB Callable Barrier Reverse Convertible on worst of
Moët Hennessy Louis Vuitton SE/ASML Holding NV/Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1304003069 Security: 130400306 Symbol: Z094TZ Life cycle
Secondary market

Bid Price 98.98%

Ask Price 99.68%

Currency EUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 13.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
LVMH A782.6840.40EUR840.40
(100.00%)
-7.41%495.836
(59.00%)
36.63%1.1899
ASML Holding A853876.80EUR876.80
(100.00%)
-2.85%517.312
(59.00%)
39.32%1.1405
DIF Porsche A8481.16EUR81.16
(100.00%)
3.03%47.884
(59.00%)
42.79%12.3213

Reference data

ISIN CH1304003069
Security 130400306
Symbol Z094TZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.52%
Premium portion p.a.6.48%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued coupon2.17%

Life cycle

Issue price100.00%
Initial fixing date22.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date28.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term285
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -6.90%

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 Return3.52%
Cash value of fixed income investment upon issue96.60%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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