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ZKB Autocallable Reverse Convertible on worst of
Advanced Micro Devices Inc/Intel Corp/ON Semiconductor Corp

ISIN: CH1329124510 Security: 132912451 Symbol: Z09EVZ Life cycle
Secondary market

Bid Price 87.21%

Ask Price 87.91%

Currency qEUR

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
AMD A137.49170.78USD119.55 (70.00%)12.59%n.a.
Intel A24.4438.33USD26.83 (70.00%)-9.36%n.a.
ON Semiconductor N68.4770.94USD49.66 (70.00%)26.50%n.a.

Reference data

ISIN CH1329124510
Security 132912451
Symbol Z09EVZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)AMD + 12.20%
Coupon paymentguaranteed
Interest portion p.a.AMD
Premium portion p.a.12.200%
Coupon date23.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.04.2024
Payment day23.04.2024
First trading day23.04.2024
Last trading day09.10.2025
Final fixing day09.10.2025
Redemption date23.10.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term321
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -35.99%

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 marketYes
Stamp duty payable upon delivery of the securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.17%
Cash value of fixed income investment upon issue95.43%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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