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7.50% p.a. ZKB Callable Barrier Reverse Convertible, 24.12.2025 on worst of ALC SE/SDZ SE/ROG SE/LONN SE/NOVN SE
Lonza Group AG/Alcon AG/Sandoz Group AG/Novartis AG/Roche Holding AG

ISIN: CH1329141456 Security: 132914145 Symbol: Z09O1Z Life cycle
gray-market

Bid Price 99.37%

Ask Price 100.07%

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume 150'000.00

Date/time (realtime) 21.06.2024 05:17:42

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Lonza Grp N477.2480.60CHF480.60
(100.00%)
n.a.240.300
(50.00%)
n.a.2.0807
Alcon N79.4279.88CHF79.88
(100.00%)
n.a.39.940
(50.00%)
n.a.12.5188
Sandoz Group AG32.7832.94CHF32.94
(100.00%)
n.a.16.470
(50.00%)
n.a.30.3582
Novartis N93.9994.33CHF94.33
(100.00%)
n.a.47.165
(50.00%)
n.a.10.6011
Roche GS252.8250.00CHF250.00
(100.00%)
n.a.125.000
(50.00%)
n.a.4.00

Reference data

ISIN CH1329141456
Security 132914145
Symbol Z09O1Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.50

Coupon

Coupon (Coupon p.a.)11.25% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.06%
Premium portion p.a.6.44%
Coupon date24.09.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date20.06.2024
Payment day24.06.2024
First trading day24.06.2024
Last trading day22.12.2025
Final fixing day22.12.2025
Redemption date24.12.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term546
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

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 Return1.06%
Cash value of fixed income investment upon issue98.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date24.12.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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