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ZKB Callable Reverse Convertible on worst of
The Swatch Group AG/SIG Combibloc Group AG/Barry Callebaut AG

ISIN: CH1329120385 Security: 132912038 Symbol: Z09CNZ Life cycle
Secondary market

Bid Price 93.94%

Ask Price 94.64%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
The Swatch Grp A159201.60CHF161.28 (80.00%)-1.43%31.0020
SIG Combibloc Grp N17.1419.705CHF15.76 (80.00%)8.03%317.1784
Barry Callebaut N13451'294.50CHF1'035.60 (80.00%)23.00%4.8281

Reference data

ISIN CH1329120385
Security 132912038
Symbol Z09CNZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)6.00% (6.00% )
Coupon paymentguaranteed
Interest portion p.a.1.18%
Premium portion p.a.4.82%
Coupon date03.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date26.03.2024
Payment day02.04.2024
First trading day02.04.2024
Last trading day26.03.2025
Final fixing day26.03.2025
Redemption date02.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term124
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 -21.13%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.18%
Cash value of fixed income investment upon issue98.83%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date02.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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