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ZKB Callable Barrier Reverse Convertible on worst of
Apple Inc/Microsoft Corp/Intel Corp

ISIN: CH1329104751 Security: 132910475 Symbol: Z095AZ Life cycle
Secondary market

Bid Price 86.67%

Ask Price 87.92%

Currency qCHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Apple A191.77183.86USD183.86
(100.00%)
2.95%110.316
(60.00%)
41.77%n.a.
Microsoft N425.22406.56USD406.56
(100.00%)
3.01%243.936
(60.00%)
41.81%n.a.
Intel A32.28544.05USD44.05
(100.00%)
-38.63%26.430
(60.00%)
16.82%n.a.

Reference data

ISIN CH1329104751
Security 132910475
Symbol Z095AZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'113.50

Coupon

Coupon (Coupon p.a.)11.35% (11.35% )
Coupon paymentguaranteed
Interest portion p.a.1.30%
Premium portion p.a.10.05%
Coupon date21.08.2024
Day count convention30/360 (German), modified following
Accrued coupon2.87%

Life cycle

Issue price100.00%
Initial fixing date15.02.2024
Payment day21.02.2024
First trading day21.02.2024
Last trading day18.02.2025
Final fixing day18.02.2025
Redemption date21.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term273
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 1'000.00
Performance of underlying since issue -27.87%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.30%
Cash value of fixed income investment upon issue98.71%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date21.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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