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ZKB Barrier Reverse Convertible on worst of
Geberit AG/Kuehne + Nagel International AG/SGS Ltd/Swisscom AG

ISIN: CH1329107200 Security: 132910720 Symbol: Z0960Z Life cycle
Secondary market

Bid Price 103.27%

Ask Price 103.77%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 06.06.2024 05:14:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Geberit N556517.60CHF517.60
(100.00%)
6.91%300.208
(58.00%)
46.01%1.9320
Kühne + Nagel Int N269.1250.90CHF250.90
(100.00%)
6.76%145.522
(58.00%)
45.92%3.9857
SGS N83.9484.34CHF84.34
(100.00%)
-0.48%48.917
(58.00%)
41.72%11.8568
Swisscom N507.5506.40CHF506.40
(100.00%)
0.22%293.712
(58.00%)
42.13%1.9747

Reference data

ISIN CH1329107200
Security 132910720
Symbol Z0960Z
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% (6.75% )
Coupon paymentguaranteed
Interest portion p.a.1.29%
Premium portion p.a.5.46%
Coupon date11.03.2025
Day count convention30/360 (German), modified following
Accrued coupon1.69%

Life cycle

Issue price100.00%
Initial fixing date04.03.2024
Payment day11.03.2024
First trading day11.03.2024
Last trading day04.03.2025
Final fixing day04.03.2025
Redemption date11.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term269
Issue amount1'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -0.47%

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 Return1.29%
Cash value of fixed income investment upon issue98.73%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date11.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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