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ZKB Callable Barrier Reverse Convertible on worst of
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1329128214 Security: 132912821 Symbol: Z09GGZ Life cycle
Secondary market

Bid Price 98.83%

Ask Price 99.53%

Currency qCHF

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
SMI® Index12000.8611'260.61CHF11'260.61
(100.00%)
6.17%6'193.336
(55.00%)
48.39%n.a.
EURO STOXX 50® Index4983.674'939.01EUR4'939.01
(100.00%)
0.76%2'716.456
(55.00%)
45.42%n.a.
S&P 500® Indexn.a.5'048.42USD5'048.42
(100.00%)
3.08%2'776.631
(55.00%)
46.69%n.a.

Reference data

ISIN CH1329128214
Security 132912821
Symbol Z09GGZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'126.00

Coupon

Coupon (Coupon p.a.)12.60% (4.20% )
Coupon paymentguaranteed
Interest portion p.a.1.11%
Premium portion p.a.3.09%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.37%

Life cycle

Issue price100.00%
Initial fixing date25.04.2024
Payment day03.05.2024
First trading day03.05.2024
Last trading day26.04.2027
Final fixing day26.04.2027
Redemption date03.05.2027
Redemption typeCash Settlement
Early redemptionNo
Residual term1'058
Issue amount2'800'000.00

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 0.77%

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 Return1.11%
Cash value of fixed income investment upon issue96.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date03.05.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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