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7.00% p.a. ZKB Callable Barrier Reverse Convertible, 15.01.2026 on worst of UBSG SE/NOVN SE/NESN SE/ROG SE
Nestlé AG/Novartis AG/Roche Holding AG/UBS Group AG

ISIN: CH1358034051 Security: 135803405 Symbol: Z09PNZ Life cycle
gray-market

Bid Price 99.78%

Ask Price 100.48%

Currency CHF

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 12.07.2024 10:50:15

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.0692.84CHF92.84
(100.00%)
1.23%51.062
(55.00%)
45.68%10.7712
Novartis N100.0897.22CHF97.22
(100.00%)
3.05%53.471
(55.00%)
46.68%10.2859
Roche GS253.2243.70CHF243.70
(100.00%)
3.83%134.035
(55.00%)
47.11%4.1034
UBS Group AG27.9227.31CHF27.31
(100.00%)
2.08%15.021
(55.00%)
46.14%36.6166

Reference data

ISIN CH1358034051
Security 135803405
Symbol Z09PNZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'105.00

Coupon

Coupon (Coupon p.a.)10.50% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.0.96%
Premium portion p.a.6.04%
Coupon date15.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.04%

Life cycle

Issue price100.00%
Initial fixing date08.07.2024
Payment day15.07.2024
First trading day15.07.2024
Last trading day08.01.2026
Final fixing day08.01.2026
Redemption date15.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term544
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 1.25%

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 issue98.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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