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9.00% p.a. ZKB Callable Barrier Reverse Convertible, 05.01.2026 on worst of ZURN SE/ROG SE/NOVN SE/NESN SE/UBSG SE
Nestlé AG/Novartis AG/Roche Holding AG/Zurich Insurance Group AG/UBS Group AG

ISIN: CH1358033020 Security: 135803302 Symbol: Z09P7Z Life cycle
Secondary market

Bid Price 100.35%

Ask Price 100.36%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 05.07.2024 05:14:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N92.5692.14CHF92.14
(100.00%)
0.43%54.363
(59.00%)
41.26%10.8531
Novartis N96.6195.45CHF95.45
(100.00%)
1.20%56.316
(59.00%)
41.71%10.4767
Roche GS243.3250.40CHF250.40
(100.00%)
-2.67%147.736
(59.00%)
39.43%3.9936
Zurich Insurance N471480.10CHF480.10
(100.00%)
-1.82%283.259
(59.00%)
39.92%2.0829
UBS Group AG27.2226.37CHF26.37
(100.00%)
3.37%15.558
(59.00%)
42.99%37.9219

Reference data

ISIN CH1358033020
Security 135803302
Symbol Z09P7Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'135.00

Coupon

Coupon (Coupon p.a.)13.50% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.0.96%
Premium portion p.a.8.04%
Coupon date07.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.13%

Life cycle

Issue price100.00%
Initial fixing date27.06.2024
Payment day05.07.2024
First trading day05.07.2024
Last trading day29.12.2025
Final fixing day29.12.2025
Redemption date05.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term539
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 -2.60%

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 Return0.96%
Cash value of fixed income investment upon issue98.57%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date05.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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