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7.70% ZKB Reverse Convertible Defensive
Part Grp Hldg N/Logitech Intl N/Straumann Hldg N

ISIN: CH1329121771 Security: 132912177 Symbol: Z24AMZ Life cycle
Secondary market

Bid Price 97.97%

Ask Price 98.47%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.05.2024 11:37:30

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Part Grp Hldg N1266.51'262.50CHF946.88 (75.00%)25.35%0.1056
Logitech Intl N8381.54CHF61.16 (75.00%)26.78%1.6352
Straumann Hldg N119.75140.45CHF105.34 (75.00%)11.93%0.9493

Reference data

ISIN CH1329121771
Security 132912177
Symbol Z24AMZ
Currency CHF
Currency hedging No
Nominal amount 100.00

Coupon

Coupon (Coupon p.a.)7.70% (7.70% )
Coupon paymentguaranteed
Interest portion p.a.1.19%
Premium portion p.a.6.51%
Coupon date10.04.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date03.04.2024
Payment day10.04.2024
First trading day10.04.2024
Last trading day03.04.2025
Final fixing day03.04.2025
Redemption date10.04.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term316
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 100.00
Performance of underlying since issue -14.85%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Returnn.a.
Cash value of fixed income investment upon issuen.a.
Cash value of fixed income investment upon redemptionn.a.

Sales restrictions

USA, US persons, EEA, Guernsey, GB

Redemption

Redemption date10.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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