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10.00% p.a. ZKB Callable Barrier Reverse Convertible, 14.08.2025 on worst of SAN SQ/UCG IM/BNP FP
Unicredit SpA/Banco Santander SA/BNP Paribas SA

ISIN: CH1358043524 Security: 135804352 Symbol: Z09URZ Life cycle
Secondary market

Bid Price 98.79%

Ask Price 99.49%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 15.08.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
UNICREDIT34.917534.16EUR34.16
(100.00%)
2.17%16.738
(49.00%)
52.06%29.2740
Banco Santander N4.22454.069EUR4.07
(100.00%)
3.61%1.994
(49.00%)
52.77%245.7606
BNP Paribas A60.4859.46EUR59.46
(100.00%)
1.67%29.135
(49.00%)
51.82%16.8180

Reference data

ISIN CH1358043524
Security 135804352
Symbol Z09URZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.2.95%
Premium portion p.a.7.05%
Coupon date14.11.2024
Day count convention30/360 (German), modified following
Accrued coupon0.17%

Life cycle

Issue price100.00%
Initial fixing date07.08.2024
Payment day14.08.2024
First trading day14.08.2024
Last trading day07.08.2025
Final fixing day07.08.2025
Redemption date14.08.2025
Redemption typephysical delivery or cash 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 1.70%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return2.95%
Cash value of fixed income investment upon issue97.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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