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7.50% p.a. ZKB Callable Barrier Reverse Convertible, 29.07.2025 on worst of CS FP/G IM/ALV GY/ZURN SE
AXA SA/Assicurazioni Generali S.p.A./Allianz SE/Zurich Insurance Group AG

ISIN: CH1358039647 Security: 135803964 Symbol: Z09SBZ Life cycle
Secondary market

Bid Price 98.26%

Ask Price 98.96%

Currency qEUR

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
AXA A32.2332.21EUR32.21
(100.00%)
0.06%19.326
(60.00%)
40.04%n.a.
Assicuraz.Gen.A23.7623.47EUR23.47
(100.00%)
1.22%14.082
(60.00%)
40.73%n.a.
Allianz N258.8262.30EUR262.30
(100.00%)
-1.35%157.380
(60.00%)
39.19%n.a.
Zurich Insurance N478.8473.90CHF473.90
(100.00%)
1.02%284.340
(60.00%)
40.61%n.a.

Reference data

ISIN CH1358039647
Security 135803964
Symbol Z09SBZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.00

Coupon

Coupon (Coupon p.a.)7.50% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.3.28%
Premium portion p.a.4.22%
Coupon date29.10.2024
Day count convention30/360 (German), modified following
Accrued coupon0.04%

Life cycle

Issue price100.00%
Initial fixing date22.07.2024
Payment day29.07.2024
First trading day29.07.2024
Last trading day22.07.2025
Final fixing day22.07.2025
Redemption date29.07.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term356
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 -1.33%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.28%
Cash value of fixed income investment upon issue96.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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