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ZKB Callable Barrier Reverse Convertible on worst of
Barry Callebaut AG/Emmi AG/Nestlé AG

ISIN: CH1329114776 Security: 132911477 Symbol: Z099WZ Life cycle
Secondary market

Bid Price 99.03%

Ask Price 99.73%

Currency CHF

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
Barry Callebaut N15821'315.00CHF1'315.00
(100.00%)
16.88%920.500
(70.00%)
41.81%1.5209
Emmi N943911.00CHF911.00
(100.00%)
3.39%637.700
(70.00%)
32.38%2.1954
Nestlé N96.6294.96CHF94.96
(100.00%)
1.72%66.472
(70.00%)
31.20%21.0615

Reference data

ISIN CH1329114776
Security 132911477
Symbol Z099WZ
Currency CHF
Currency hedging No
Nominal amount 2'000.00
Barrier level observation continuous
Maximum repayment 2'201.37

Coupon

Coupon (Coupon p.a.)10.07% (6.70% )
Coupon paymentguaranteed
Interest portion p.a.1.11%
Premium portion p.a.5.59%
Coupon date28.06.2024
Day count convention30/360 (German), modified following
Accrued coupon1.01%

Life cycle

Issue price100.00%
Initial fixing date21.03.2024
Payment day28.03.2024
First trading day28.03.2024
Last trading day22.09.2025
Final fixing day22.09.2025
Redemption date29.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term492
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 1.75%

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 Return1.11%
Cash value of fixed income investment upon issue98.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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