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ZKB Callable Barrier Reverse Convertible on worst of
Lonza Group AG/Julius Baer Gruppe AG/Sika AG/Compagnie Financière Richemont SA

ISIN: CH1329121219 Security: 132912121 Symbol: Z09CUZ Life cycle
Secondary market

Bid Price 97.16%

Ask Price 97.86%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 14.06.2024 01:37:50

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N482557.80CHF557.80
(100.00%)
-15.75%306.790
(55.00%)
36.34%1.7928
Julius Baer Grp N50.7252.86CHF52.86
(100.00%)
-4.38%29.073
(55.00%)
42.59%18.9179
Sika N257.8266.70CHF266.70
(100.00%)
-3.69%146.685
(55.00%)
42.97%3.7495
Cie Fin Richemont N143.6135.10CHF135.10
(100.00%)
5.92%74.305
(55.00%)
48.26%7.4019

Reference data

ISIN CH1329121219
Security 132912121
Symbol Z09CUZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'102.50

Coupon

Coupon (Coupon p.a.)10.25% (10.25% )
Coupon paymentguaranteed
Interest portion p.a.1.16%
Premium portion p.a.9.09%
Coupon date15.07.2024
Day count convention30/360 (German), modified following
Accrued coupon1.82%

Life cycle

Issue price100.00%
Initial fixing date08.04.2024
Payment day15.04.2024
First trading day15.04.2024
Last trading day08.04.2025
Final fixing day08.04.2025
Redemption date15.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term297
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 1'000.00
Performance of underlying since issue -13.61%

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 Return1.16%
Cash value of fixed income investment upon issue98.86%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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