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8.60% p.a. ZKB Callable Barrier Reverse Convertible, 19.06.2026 on worst of LONN SE/ZURN SE/NOVN SE/ROG SE
Novartis AG/Roche Holding AG/Lonza Group AG/Zurich Insurance Group AG

ISIN: CH1329138981 Security: 132913898 Symbol: Z09MTZ Life cycle
Secondary market

Bid Price 99.89%

Ask Price 100.59%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 21.06.2024 05:14:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Novartis N93.9995.01CHF95.01
(100.00%)
-1.09%52.256
(55.00%)
44.40%10.5252
Roche GS252.8247.60CHF247.60
(100.00%)
2.06%136.180
(55.00%)
46.13%4.0388
Lonza Grp N477.2480.30CHF480.30
(100.00%)
-0.65%264.165
(55.00%)
44.64%2.0820
Zurich Insurance N482.8471.40CHF471.40
(100.00%)
2.36%259.270
(55.00%)
46.30%2.1213

Reference data

ISIN CH1329138981
Security 132913898
Symbol Z09MTZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'172.00

Coupon

Coupon (Coupon p.a.)17.20% (8.60% )
Coupon paymentguaranteed
Interest portion p.a.1.32%
Premium portion p.a.7.28%
Coupon date19.09.2024
Day count convention30/360 (German), modified following
Accrued coupon0.17%

Life cycle

Issue price100.00%
Initial fixing date14.06.2024
Payment day19.06.2024
First trading day19.06.2024
Last trading day15.06.2026
Final fixing day15.06.2026
Redemption date19.06.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term721
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -1.07%

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 Return1.32%
Cash value of fixed income investment upon issue97.41%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.06.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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