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10.10% p.a. ZKB Callable Barrier Reverse Convertible, 02.03.2026 on worst of GIVN SE/CFR SE/BARN SE
Givaudan AG/Compagnie Financière Richemont SA/Barry Callebaut AG

ISIN: CH1358049208 Security: 135804920 Symbol: Z09Y3Z Life cycle
Secondary market

Bid Price 98.37%

Ask Price 99.07%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 04.09.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Givaudan N44584'191.00CHF4'191.00
(100.00%)
5.71%2'514.600
(60.00%)
43.43%1.1930
Cie Fin Richemont N125137.25CHF137.25
(100.00%)
-9.98%82.350
(60.00%)
34.01%36.4299
Barry Callebaut N14181'362.00CHF1'362.00
(100.00%)
3.68%817.200
(60.00%)
42.21%3.6711

Reference data

ISIN CH1358049208
Security 135804920
Symbol Z09Y3Z
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'761.71

Coupon

Coupon (Coupon p.a.)15.23% (10.10% )
Coupon paymentguaranteed
Interest portion p.a.0.69%
Premium portion p.a.9.41%
Coupon date29.11.2024
Day count convention30/360 (German), modified following
Accrued coupon0.28%

Life cycle

Issue price100.00%
Initial fixing date22.08.2024
Payment day29.08.2024
First trading day29.08.2024
Last trading day23.02.2026
Final fixing day23.02.2026
Redemption date02.03.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term536
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -9.07%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.69%
Cash value of fixed income investment upon issue98.97%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.03.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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