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10.44% p.a. ZKB Autocallable Barrier Reverse Convertible, 12.06.2025 on worst of HOLN SE/ZURN SE/NOVN SE/NESN SE/SLHN SE
Nestlé AG/Zurich Insurance Group AG/Novartis AG/Holcim Ltd/Swiss Life Holding AG

ISIN: CH1329140169 Security: 132914016 Symbol: Z09NOZ Life cycle
Secondary market

Bid Price 98.69%

Ask Price 99.39%

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 21.06.2024 02:13:41

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.Call levelDistance to call levelBarrierDistance to barrier
Nestlé N93.8497.60CHF94.672 (97.00%)-3.87%68.320 (70.00%)27.29%
Zurich Insurance N482.9470.30CHF456.191 (97.00%)2.61%329.210 (70.00%)31.83%
Novartis N94.3292.73CHF89.948 (97.00%)1.68%64.911 (70.00%)31.17%
Holcim N78.3678.14CHF75.796 (97.00%)0.31%54.698 (70.00%)30.21%
Swiss Life N650.8625.40CHF606.638 (97.00%)3.87%437.780 (70.00%)32.71%

Reference data

ISIN CH1329140169
Security 132914016
Symbol Z09NOZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment n.a.

Coupon

Coupon (Coupon p.a.)NESN + 10.44%
Coupon paymentguaranteed

Life cycle

Issue price100.00%
Initial fixing date04.06.2024
Payment day12.06.2024
First trading day12.06.2024
Last trading day04.06.2025
Final fixing day04.06.2025
Redemption date12.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionYes
Next observation date05.09.2024
Residual term347
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 -3.73%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

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 Return1.27%
Cash value of fixed income investment upon issue98.75%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date12.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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