Inhaltsseite: Home

8.10% p.a. ZKB Callable Barrier Reverse Convertible, 20.08.2025 on worst of SMI/SX5E/SPX
Swiss Market Index SMI/EURO STOXX 50/S&P 500®

ISIN: CH1358048564 Security: 135804856 Symbol: Z09X9Z Life cycle
gray-market

Bid Price 99.83%

Ask Price 100.53%

Currency qUSD

Exchange ZKB

Volume 250'000.00

Volume 250'000.00

Date/time (realtime) 15.08.2024 05:17:59

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SMI® Index12150.2211'928.14CHF11'928.14
(100.00%)
1.83%8'349.698
(70.00%)
31.28%n.a.
EURO STOXX 50® Index4807.774'694.92EUR4'694.92
(100.00%)
2.30%3'286.444
(70.00%)
31.61%n.a.
S&P 500® Indexn.a.5'434.43USD5'434.43
(100.00%)
1.72%3'804.101
(70.00%)
31.21%n.a.

Reference data

ISIN CH1358048564
Security 135804856
Symbol Z09X9Z
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'081.00

Coupon

Coupon (Coupon p.a.)8.10% (8.10% )
Coupon paymentguaranteed
Interest portion p.a.4.33%
Premium portion p.a.3.77%
Coupon date20.11.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date13.08.2024
Payment day20.08.2024
First trading day20.08.2024
Last trading day13.08.2025
Final fixing day13.08.2025
Redemption date20.08.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term362
Issue amount2'100'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 1.75%

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 marketNo
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.33%
Cash value of fixed income investment upon issue95.85%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Ajax loading