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8.00% p.a. ZKB Callable Barrier Reverse Convertible, 09.09.2025 on worst of ZURN SE/SLHN SE/SREN SE
Zurich Insurance Group AG/Swiss Life Holding AG/Swiss Re AG

ISIN: CH1358050495 Security: 135805049 Symbol: Z09YXZ Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Zurich Insurance N493.2489.9238CHF489.92
(100.00%)
n.a.347.846
(71.00%)
n.a.2.0411
Swiss Life N682.2677.3583CHF677.36
(100.00%)
n.a.480.924
(71.00%)
n.a.1.4763
Swiss Re N116.5116.2467CHF116.25
(100.00%)
n.a.82.535
(71.00%)
n.a.8.6024

Reference data

ISIN CH1358050495
Security 135805049
Symbol Z09YXZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.0.71%
Premium portion p.a.7.29%
Coupon date09.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.09.2024
Payment day09.09.2024
First trading day09.09.2024
Last trading day02.09.2025
Final fixing day02.09.2025
Redemption date09.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term367
Issue amount5'000'000.00

Price data

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

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.71%
Cash value of fixed income investment upon issue99.30%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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