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ZKB Callable Barrier Reverse Convertible on worst of
VAT Group AG/Kuehne + Nagel International AG/TEMENOS AG

ISIN: CH1303988435 Security: 130398843 Symbol: Z0901Z Life cycle
Secondary market

Bid Price 88.48%

Ask Price 89.18%

Currency CHF

Exchange ZKB

Volume 150'000.00

Volume 150'000.00

Date/time (realtime) 31.10.2024 05:58:23

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
VAT Group N359.5412.90CHF412.90
(100.00%)
-14.85%243.611
(59.00%)
32.24%2.4219
Kühne + Nagel Int N215.6290.10CHF290.10
(100.00%)
-34.55%171.159
(59.00%)
20.61%3.4471
Temenos Group AG59.7586.70CHF86.70
(100.00%)
-45.10%51.153
(59.00%)
14.39%11.5340

Reference data

ISIN CH1303988435
Security 130398843
Symbol Z0901Z
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'100.00

Coupon

Coupon (Coupon p.a.)10.00% (10.00% )
Coupon paymentguaranteed
Interest portion p.a.1.38%
Premium portion p.a.8.62%
Coupon date31.01.2025
Day count convention30/360 (German), modified following
Accrued coupon0.11%

Life cycle

Issue price100.00%
Initial fixing date25.01.2024
Payment day31.01.2024
First trading day31.01.2024
Last trading day27.01.2025
Final fixing day27.01.2025
Redemption date31.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term86
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -31.08%

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 Return1.38%
Cash value of fixed income investment upon issue98.64%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date31.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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