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7.50% p.a. ZKB Callable Barrier Reverse Convertible, 10.08.2026 on worst of ROG SE/SREN SE/NESN SE/NOVN SE/ZURN SE
Nestlé AG/Novartis AG/Roche Holding AG/Swiss Re AG/Zurich Insurance Group AG

ISIN: CH1358040801 Security: 135804080 Symbol: Z09TCZ Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N94.2494.2049CHF94.20
(100.00%)
n.a.51.813
(55.00%)
n.a.10.6152
Novartis N95.0997.7449CHF97.74
(100.00%)
n.a.53.760
(55.00%)
n.a.10.2307
Roche GS278.4274.8213CHF274.82
(100.00%)
n.a.151.152
(55.00%)
n.a.3.6387
Swiss Re N108.5108.8163CHF108.82
(100.00%)
n.a.59.849
(55.00%)
n.a.9.1898
Zurich Insurance N479.1479.6559CHF479.66
(100.00%)
n.a.263.811
(55.00%)
n.a.2.0848

Reference data

ISIN CH1358040801
Security 135804080
Symbol Z09TCZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.21

Coupon

Coupon (Coupon p.a.)15.02% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.0.89%
Premium portion p.a.6.61%
Coupon date11.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.08.2024
Payment day09.08.2024
First trading day09.08.2024
Last trading day03.08.2026
Final fixing day03.08.2026
Redemption date10.08.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term744
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 Return0.89%
Cash value of fixed income investment upon issue98.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date10.08.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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