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ZKB Autocallable Reverse Convertible on worst of
Ypsomed Holding AG/Lonza Group AG/Tecan Group AG

ISIN: CH1304002509 Security: 130400250 Symbol: Z093XZ Life cycle
Secondary market

Bid Price 97.08%

Ask Price 97.78%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Ypsomed Hldg N328.5339.00CHF271.20 (80.00%)17.44%3.6873
Lonza Grp N529.2446.80CHF357.44 (80.00%)32.46%2.7977
TECAN GROUP N333.2343.60CHF274.88 (80.00%)17.50%3.6380

Reference data

ISIN CH1304002509
Security 130400250
Symbol Z093XZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)YPSN + 9.50%
Coupon paymentguaranteed
Interest portion p.a.YPSN
Premium portion p.a.9.500%
Coupon date21.05.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.02.2026
Final fixing day12.02.2026
Redemption date19.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term635
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 1'000.00
Performance of underlying since issue -3.10%

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 Return1.23%
Cash value of fixed income investment upon issue97.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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