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5.00% p.a. ZKB Callable Barrier Reverse Convertible, 10.12.2025 on worst of NESN SE/EMMN SE/BARN SE
Nestlé AG/Emmi AG/Barry Callebaut AG

ISIN: CH1329139740 Security: 132913974 Symbol: Z09NIZ Life cycle
Secondary market

Bid Price 100.56%

Ask Price 101.26%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 20.06.2024 01:20:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.3696.46CHF96.46
(100.00%)
-2.27%65.303
(67.70%)
30.76%20.7340
Emmi N906890.00CHF890.00
(100.00%)
1.87%602.530
(67.70%)
33.57%2.2472
Barry Callebaut N15271'548.00CHF1'548.00
(100.00%)
-1.38%1'047.996
(67.70%)
31.37%1.2920

Reference data

ISIN CH1329139740
Security 132913974
Symbol Z09NIZ
Currency CHF
Currency hedging No
Nominal amount 2'000.00
Barrier level observation at maturity
Maximum repayment 2'150.00

Coupon

Coupon (Coupon p.a.)7.50% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.1.26%
Premium portion p.a.3.74%
Coupon date10.07.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.06.2024
Payment day10.06.2024
First trading day10.06.2024
Last trading day03.12.2025
Final fixing day03.12.2025
Redemption date10.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term530
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 -2.22%

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 Return1.26%
Cash value of fixed income investment upon issue98.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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