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ZKB Barrier Reverse Convertible on worst of
SAP SE/Siemens AG/Deutsche Telekom AG

ISIN: CH1303998210 Security: 130399821 Symbol: Z092UZ Life cycle
Secondary market

Bid Price 101.20%

Ask Price 101.70%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 02.10.2024 02:01:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SAP A201.45167.76EUR167.76
(100.00%)
16.91%109.044
(65.00%)
45.99%5.9609
Siemens N178.28165.14EUR165.14
(100.00%)
7.31%107.341
(65.00%)
39.75%6.0555
Deutsche Telekom N26.3222.26EUR22.26
(100.00%)
15.49%14.469
(65.00%)
45.07%44.9236

Reference data

ISIN CH1303998210
Security 130399821
Symbol Z092UZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.50

Coupon

Coupon (Coupon p.a.)8.75% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.3.41%
Premium portion p.a.5.34%
Coupon date19.02.2025
Day count convention30/360 (German), modified following
Accrued coupon1.14%

Life cycle

Issue price100.00%
Initial fixing date12.02.2024
Payment day19.02.2024
First trading day19.02.2024
Last trading day12.02.2025
Final fixing day12.02.2025
Redemption date19.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term132
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 7.88%

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 Return3.41%
Cash value of fixed income investment upon issue96.70%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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