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ZKB Barrier Reverse Convertible with Conditional Coupon on worst of
Nestlé AG/Roche Holding AG/Swisscom AG

ISIN: CH1329117753 Security: 132911775 Symbol: Z09BLZ Life cycle
Secondary market

Bid Price 99.28%

Ask Price 99.98%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 17.05.2024 05:14:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N96.6294.69CHF94.690 (100.00%)1.75%61.549 (65.00%)36.14%
Roche GS237.1229.60CHF229.600 (100.00%)3.04%149.240 (65.00%)36.98%
Swisscom N503526.60CHF526.600 (100.00%)-4.80%342.290 (65.00%)31.88%

Reference data

ISIN CH1329117753
Security 132911775
Symbol Z09BLZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier observation at maturity

Coupon

Coupon (Coupon p.a.)1.72%
Coupon paymentbedingt
Memory effectNein
Coupon Level75.00%

Life cycle

Issue price100.00%
Initial fixing date18.03.2024
Payment day25.03.2024
First trading day25.03.2024
Last trading day18.03.2027
Final fixing day18.03.2027
Redemption date25.03.2027
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date18.03.2025
Residual term1'031
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 -4.58%

Product type

SSPA derivative category Yield enhancement
SSPA code Express certificate (1260)

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.20%
Cash value of fixed income investment upon issue96.50%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.03.2027
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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