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10.50% p.a. ZKB Callable Barrier Reverse Convertible, 19.02.2026 on worst of VOW3 GY/LONN SE/SIE GY
Volkswagen AG/Lonza Group AG/Siemens AG

ISIN: CH1358048077 Security: 135804807 Symbol: Z09WZZ Life cycle
gray-market

Bid Price 99.85%

Ask Price 100.55%

Currency qEUR

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 15.08.2024 05:17:58

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Volkswagen VA94.6893.50EUR93.50
(100.00%)
1.62%46.750
(50.00%)
50.81%n.a.
Lonza Grp N551.4545.00CHF545.00
(100.00%)
1.23%272.500
(50.00%)
50.62%n.a.
Siemens N162.7157.20EUR157.20
(100.00%)
3.38%78.600
(50.00%)
51.69%n.a.

Reference data

ISIN CH1358048077
Security 135804807
Symbol Z09WZZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'157.50

Coupon

Coupon (Coupon p.a.)15.75% (10.50% )
Coupon paymentguaranteed
Interest portion p.a.2.69%
Premium portion p.a.7.81%
Coupon date19.02.2025
Day count convention30/360 (German), modified following
Accrued coupon0.03%

Life cycle

Issue price100.00%
Initial fixing date12.08.2024
Payment day19.08.2024
First trading day19.08.2024
Last trading day12.02.2026
Final fixing day12.02.2026
Redemption date19.02.2026
Redemption typeCash Settlement
Early redemptionNo
Residual term544
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 1.25%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Return2.69%
Cash value of fixed income investment upon issue96.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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