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ZKB Callable Barrier Reverse Convertible on worst of
Nikkei 225® Index/S&P 500® Index/EURO STOXX 50® Index/FTSE 100® Index

ISIN: CH1329143007 Security: 132914300 Symbol: Z24BDZ Life cycle
Secondary market

Bid Price 98.42%

Ask Price 99.12%

Currency qCHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nikkei 225® Indexn.a.39'341.54JPY39'341.54
(100.00%)
-2.27%23'604.924
(60.00%)
38.64%n.a.
S&P 500® Indexn.a.5'477.90USD5'477.90
(100.00%)
-0.43%3'286.740
(60.00%)
39.74%n.a.
EURO STOXX 50® Index4815.394'915.94EUR4'915.94
(100.00%)
-2.06%2'949.564
(60.00%)
38.76%n.a.
FTSE 100 Indexn.a.8'225.33GBP8'225.33
(100.00%)
0.89%4'935.198
(60.00%)
40.53%n.a.

Reference data

ISIN CH1329143007
Security 132914300
Symbol Z24BDZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'096.00

Coupon

Coupon (Coupon p.a.)9.60% (4.80% )
Coupon paymentguaranteed
Interest portion p.a.0.92%
Premium portion p.a.3.88%
Coupon date05.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.37%

Life cycle

Issue price100.00%
Initial fixing date26.06.2024
Payment day03.07.2024
First trading day03.07.2024
Last trading day25.06.2026
Final fixing day26.06.2026
Redemption date03.07.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term695
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 1'000.00
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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date03.07.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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