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2.50% ZKB Reverse Convertible, 16.01.2025 auf ABBN SE
ABB Ltd

ISIN: CH1218255276 Security: 121825527 Symbol: Z09RLZ Life cycle
Secondary market

Bid Price 99.78%

Ask Price 100.28%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.07.2024 02:08:32

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N51.0850.48CHF37.73 (74.75%)26.07%n.a.

Reference data

ISIN CH1218255276
Security 121825527
Symbol Z09RLZ
Currency qEUR
Currency hedging Yes
Nominal amount 100'000.00

Coupon

Coupon (Coupon p.a.)2.50% (5.00% )
Coupon paymentguaranteed
Interest portion p.a.3.60%
Premium portion p.a.1.40%
Coupon date16.01.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date09.07.2024
Payment day16.07.2024
First trading day16.07.2024
Last trading day09.01.2025
Final fixing day09.01.2025
Redemption date16.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term175
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 100'000.00
Performance of underlying since issue 1.11%

Product type

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

Legal parties

Issuer Zürcher Kantonalbank, Zürich
Keep-Well Agreement
Issuer rating Standard & Poor's AAA, Moody's Aaa, Fitch AAA
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxYes
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 Return3.60%
Cash value of fixed income investment upon issue98.25%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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