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ZKB Barrier Reverse Convertible on worst of
EURO STOXX 50/Deutscher Aktienindex DAX®/FTSE 100 Index

ISIN: CH1303996586 Security: 130399658 Symbol: Z092AZ Life cycle
Secondary market

Bid Price 104.21%

Ask Price 104.71%

Currency qCHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
EURO STOXX 50® Index4789.084'662.70EUR4'662.70
(100.00%)
2.60%3'497.025
(75.00%)
26.95%n.a.
DAX® Index19322.5916'972.34EUR16'972.34
(100.00%)
12.09%12'729.255
(75.00%)
34.07%n.a.
FTSE 100 Indexn.a.7'666.31GBP7'666.31
(100.00%)
7.21%5'749.733
(75.00%)
30.41%n.a.

Reference data

ISIN CH1303996586
Security 130399658
Symbol Z092AZ
Currency qCHF
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'045.83

Coupon

Coupon (Coupon p.a.)4.58% (4.97% )
Coupon paymentguaranteed
Interest portion p.a.1.38%
Premium portion p.a.3.59%
Coupon date08.01.2025
Day count convention30/360 (German), modified following
Accrued coupon4.02%

Life cycle

Issue price100.00%
Initial fixing date30.01.2024
Payment day06.02.2024
First trading day06.02.2024
Last trading day30.12.2024
Final fixing day30.12.2024
Redemption date08.01.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term35
Issue amount900'000.00

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 2.66%

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 Return1.38%
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 date08.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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