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6.00% p.a. ZKB Callable Barrier Reverse Convertible, 19.01.2026 on worst of BALN SE/LONN SE/HOLN SE
Baloise-Holding AG/Lonza Group AG/Holcim Ltd

ISIN: CH1358038953 Security: 135803895 Symbol: Z09RNZ Life cycle
Secondary market

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bâloise-Hldg N157.8160.90CHF160.90
(100.00%)
n.a.92.276
(57.35%)
n.a.6.2150
Lonza Grp N526520.60CHF520.60
(100.00%)
n.a.298.564
(57.35%)
n.a.1.9209
Holcim N83.682.42CHF82.42
(100.00%)
n.a.47.268
(57.35%)
n.a.12.1330

Reference data

ISIN CH1358038953
Security 135803895
Symbol Z09RNZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation at maturity
Maximum repayment 1'090.17

Coupon

Coupon (Coupon p.a.)9.02% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.0.93%
Premium portion p.a.5.07%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.07.2024
Payment day18.07.2024
First trading day18.07.2024
Last trading day12.01.2026
Final fixing day12.01.2026
Redemption date19.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term542
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange OTC
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 Return0.93%
Cash value of fixed income investment upon issue98.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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