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ZKB Autocallable Reverse Convertible on worst of
Occidental Petroleum Corp/Amgen Inc/Nike Inc

ISIN: CH1329133974 Security: 132913397 Symbol: Z09KMZ Life cycle
Secondary market

Bid Price 91.10%

Ask Price 91.80%

Currency USD

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Occidental Petr A51.9363.06USD50.45 (80.00%)2.98%19.8224
Amgen A294.53311.41USD249.13 (80.00%)14.93%4.0140
Nike A -B-77.492.79USD74.23 (80.00%)3.46%13.4713

Reference data

ISIN CH1329133974
Security 132913397
Symbol Z09KMZ
Currency USD
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)OXY + 11.50%
Coupon paymentguaranteed
Interest portion p.a.OXY
Premium portion p.a.11.500%
Coupon date24.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.05.2024
Payment day22.05.2024
First trading day22.05.2024
Last trading day14.05.2025
Final fixing day14.05.2025
Redemption date22.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term170
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 -17.54%

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 Return5.21%
Cash value of fixed income investment upon issue95.05%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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