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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1303997964 Security: 130399796 Symbol: Z092FZ Life cycle
Secondary market

Bid Price 102.18%

Ask Price 102.68%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N95.5696.80CHF96.80
(100.00%)
-1.30%58.080
(60.00%)
39.22%10.3306
Novartis N93.1787.68CHF87.68
(100.00%)
5.89%52.608
(60.00%)
43.54%11.4051
Roche GS231227.50CHF227.50
(100.00%)
1.52%136.500
(60.00%)
40.91%4.3956

Reference data

ISIN CH1303997964
Security 130399796
Symbol Z092FZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'067.50

Coupon

Coupon (Coupon p.a.)6.75% (4.50% )
Coupon paymentguaranteed
Interest portion p.a.1.28%
Premium portion p.a.3.22%
Coupon date19.08.2024
Day count convention30/360 (German), modified following
Accrued coupon1.33%

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.08.2025
Final fixing day12.08.2025
Redemption date19.08.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term436
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 -1.28%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.28%
Cash value of fixed income investment upon issue98.11%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.08.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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