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ZKB Callable Barrier Reverse Convertible on worst of
American Airlines Group Inc/AIR France - KLM/Deutsche Lufthansa AG

ISIN: CH1329107028 Security: 132910702 Symbol: Z095XZ Life cycle
Secondary market

Bid Price 101.49%

Ask Price 102.19%

Currency qUSD

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
American Airlines N14.82514.79USD14.79
(100.00%)
1.13%7.395
(50.00%)
50.57%n.a.
AIR France - KLM A10.5611.108EUR11.11
(100.00%)
-5.19%5.554
(50.00%)
47.41%n.a.
Dt Lufthansa N6.6727.428EUR7.43
(100.00%)
-11.33%3.714
(50.00%)
44.33%n.a.

Reference data

ISIN CH1329107028
Security 132910702
Symbol Z095XZ
Currency qUSD
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'188.00

Coupon

Coupon (Coupon p.a.)18.80% (18.80% )
Coupon paymentguaranteed
Interest portion p.a.5.09%
Premium portion p.a.13.71%
Coupon date28.05.2024
Day count convention30/360 (German), modified following
Accrued coupon4.39%

Life cycle

Issue price100.00%
Initial fixing date21.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day21.02.2025
Final fixing day21.02.2025
Redemption date28.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term279
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue -10.18%

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 Return5.09%
Cash value of fixed income investment upon issue95.16%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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