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ZKB Callable Barrier Reverse Convertible on worst of
Kering SA/Roche Holding AG/Sika AG

ISIN: CH1329117902 Security: 132911790 Symbol: Z09BOZ Life cycle
Secondary market

Bid Price 93.64%

Ask Price 94.34%

Currency qEUR

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Kering N317.2425.95EUR425.95
(100.00%)
-34.28%234.273
(55.00%)
26.14%n.a.
Roche GS231229.05CHF229.05
(100.00%)
0.84%125.978
(55.00%)
45.46%n.a.
Sika N272.9263.50CHF263.50
(100.00%)
3.44%144.925
(55.00%)
46.89%n.a.

Reference data

ISIN CH1329117902
Security 132911790
Symbol Z09BOZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'158.25

Coupon

Coupon (Coupon p.a.)15.83% (10.55% )
Coupon paymentguaranteed
Interest portion p.a.3.24%
Premium portion p.a.7.31%
Coupon date26.09.2024
Day count convention30/360 (German), modified following
Accrued coupon2.02%

Life cycle

Issue price100.00%
Initial fixing date19.03.2024
Payment day26.03.2024
First trading day26.03.2024
Last trading day19.09.2025
Final fixing day19.09.2025
Redemption date26.09.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term474
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 -25.53%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.24%
Cash value of fixed income investment upon issue95.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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