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10.00% p.a. ZKB Callable Barrier Reverse Convertible, 22.01.2026 on worst of BAYN GY/PHIA NA/SAN FP
Bayer AG/Sanofi SA/Royal Philips NV

ISIN: CH1358038276 Security: 135803827 Symbol: Z09RGZ Life cycle
Secondary market

Bid Price 97.92%

Ask Price 98.62%

Currency EUR

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 22.07.2024 04:20:04

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N27.10526.385EUR26.39
(100.00%)
2.39%13.193
(50.00%)
51.19%37.9003
Sanofi A93.8592.43EUR92.43
(100.00%)
1.45%46.215
(50.00%)
50.73%10.8190
Philips A24.2923.98EUR23.98
(100.00%)
1.28%11.990
(50.00%)
50.64%41.7014

Reference data

ISIN CH1358038276
Security 135803827
Symbol Z09RGZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'150.00

Coupon

Coupon (Coupon p.a.)15.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.3.07%
Premium portion p.a.6.93%
Coupon date22.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.08%

Life cycle

Issue price100.00%
Initial fixing date15.07.2024
Payment day22.07.2024
First trading day22.07.2024
Last trading day15.01.2026
Final fixing day15.01.2026
Redemption date22.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term541
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 1.29%

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 Return3.07%
Cash value of fixed income investment upon issue95.56%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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