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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Danone SA/Starbucks Corp/Coca-Cola Co

ISIN: CH1303994193 Security: 130399419 Symbol: Z091MZ Life cycle
Secondary market

Bid Price 100.62%

Ask Price 101.22%

Currency qCHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N93.395.33CHF95.33
(100.00%)
-2.18%57.198
(60.00%)
38.69%n.a.
DANONE A59.2461.385EUR61.39
(100.00%)
-3.62%36.831
(60.00%)
37.83%n.a.
Starbucks A78.12592.475USD92.48
(100.00%)
-16.81%55.485
(60.00%)
29.92%n.a.
Coca-Cola A62.1859.645USD59.65
(100.00%)
4.80%35.787
(60.00%)
42.88%n.a.

Reference data

ISIN CH1303994193
Security 130399419
Symbol Z091MZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'070.00

Coupon

Coupon (Coupon p.a.)7.00% (7.00% )
Coupon paymentguaranteed
Interest portion p.a.1.43%
Premium portion p.a.5.57%
Coupon date31.01.2025
Day count convention30/360 (German), modified following
Accrued coupon2.29%

Life cycle

Issue price100.00%
Initial fixing date24.01.2024
Payment day31.01.2024
First trading day31.01.2024
Last trading day24.01.2025
Final fixing day24.01.2025
Redemption date31.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term245
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 -14.39%

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 securitiesNo
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.43%
Cash value of fixed income investment upon issue98.59%
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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