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6.00% p.a. ZKB Callable Barrier Reverse Convertible, 12.09.2025 on worst of NESN SE/LISP SE/EMMN SE
Nestlé AG/Chocoladefabriken Lindt & Spruengli AG/Emmi AG

ISIN: CH1358050560 Security: 135805056 Symbol: Z09Z4Z 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
Nestlé N89.6489.7288CHF89.73
(100.00%)
n.a.62.810
(70.00%)
n.a.222.8939
Lindt & Sprüngli...1121011'044.4116CHF11'044.41
(100.00%)
n.a.7'731.088
(70.00%)
n.a.1.8109
Emmi N875880.8519CHF880.85
(100.00%)
n.a.616.596
(70.00%)
n.a.22.7053

Reference data

ISIN CH1358050560
Security 135805056
Symbol Z09Z4Z
Currency CHF
Currency hedging No
Nominal amount 20'000.00
Barrier level observation continuous
Maximum repayment 21'200.00

Coupon

Coupon (Coupon p.a.)6.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.0.71%
Premium portion p.a.5.29%
Coupon date12.12.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date05.09.2024
Payment day12.09.2024
First trading day12.09.2024
Last trading day05.09.2025
Final fixing day05.09.2025
Redemption date12.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term365
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 20'000.00
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 date12.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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