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ZKB Barrier Reverse Convertible on worst of
Bank of America Corp/Citigroup Inc/Wells Fargo & Co

ISIN: CH1303996057 Security: 130399605 Symbol: Z0927Z Life cycle
Secondary market

Bid Price 103.40%

Ask Price 103.90%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bank of America A4733.12USD33.12
(100.00%)
29.67%19.541
(59.00%)
58.50%30.1932
Citigroup A69.8454.29USD54.29
(100.00%)
22.23%32.031
(59.00%)
54.11%18.4196
Wells Fargo A75.9648.35USD48.35
(100.00%)
35.60%28.527
(59.00%)
62.01%20.6825

Reference data

ISIN CH1303996057
Security 130399605
Symbol Z0927Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'095.00

Coupon

Coupon (Coupon p.a.)9.50% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.4.94%
Premium portion p.a.4.56%
Coupon date14.02.2025
Day count convention30/360 (German), modified following
Accrued coupon2.69%

Life cycle

Issue price100.00%
Initial fixing date08.02.2024
Payment day14.02.2024
First trading day14.02.2024
Last trading day10.02.2025
Final fixing day10.02.2025
Redemption date14.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term78
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue 28.58%

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 Return4.94%
Cash value of fixed income investment upon issue95.29%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date14.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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