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ZKB Autocallable Reverse Convertible on worst of
Intel Corp/eBay Inc/American Express Co

ISIN: CH1329132240 Security: 132913224 Symbol: Z09J8Z Life cycle
Secondary market

Bid Price 99.17%

Ask Price 99.87%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.07.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Intel A33.166130.68USD24.54 (80.00%)25.22%40.7432
eBay A54.03550.07USD40.06 (80.00%)25.37%24.9650
American Express A244.77234.66USD187.73 (80.00%)22.86%5.3269

Reference data

ISIN CH1329132240
Security 132913224
Symbol Z09J8Z
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)INTC + 12.60%
Coupon paymentguaranteed
Interest portion p.a.INTC
Premium portion p.a.12.600%
Coupon date15.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date07.05.2024
Payment day15.05.2024
First trading day15.05.2024
Last trading day07.05.2026
Final fixing day07.05.2026
Redemption date15.05.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term653
Issue amount5'000'000.00

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 3.71%

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 securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return4.78%
Cash value of fixed income investment upon issue91.09%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.05.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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