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ZKB Callable Barrier Reverse Convertible on worst of
Lonza Group AG/Swiss Re AG/UBS Group AG

ISIN: CH1329127711 Security: 132912771 Symbol: Z09G6Z Life cycle
Secondary market

Bid Price 100.34%

Ask Price 101.04%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.07.2024 03:31:22

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N578.2502.80CHF502.80
(100.00%)
12.95%246.372
(49.00%)
57.35%1.9889
Swiss Re N108.398.12CHF98.12
(100.00%)
9.27%48.079
(49.00%)
55.54%10.1916
UBS Group AG26.6325.70CHF25.70
(100.00%)
3.42%12.593
(49.00%)
52.68%38.9105

Reference data

ISIN CH1329127711
Security 132912771
Symbol Z09G6Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'165.00

Coupon

Coupon (Coupon p.a.)16.50% (8.25% )
Coupon paymentguaranteed
Interest portion p.a.1.12%
Premium portion p.a.7.13%
Coupon date29.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.11%

Life cycle

Issue price100.00%
Initial fixing date19.04.2024
Payment day29.04.2024
First trading day29.04.2024
Last trading day20.04.2026
Final fixing day20.04.2026
Redemption date29.04.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term627
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 3.54%

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 Return1.12%
Cash value of fixed income investment upon issue97.80%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.04.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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