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ZKB Barrier Reverse Convertible on worst of
Allianz SE/Assicurazioni Generali S.p.A./AXA SA/Zurich Insurance Group AG

ISIN: CH1304003036 Security: 130400303 Symbol: Z094QZ Life cycle
Secondary market

Bid Price 102.43%

Ask Price 102.93%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 26.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Allianz N290.3250.70EUR250.70
(100.00%)
13.64%142.899
(57.00%)
50.78%n.a.
Assicuraz.Gen.A27.66521.19EUR21.19
(100.00%)
23.41%12.078
(57.00%)
56.34%n.a.
AXA A33.6631.175EUR31.18
(100.00%)
7.38%17.770
(57.00%)
47.21%n.a.
Zurich Insurance N553447.10CHF447.10
(100.00%)
19.15%254.847
(57.00%)
53.92%n.a.

Reference data

ISIN CH1304003036
Security 130400303
Symbol Z094QZ
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'075.00

Coupon

Coupon (Coupon p.a.)7.50% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.3.46%
Premium portion p.a.4.04%
Coupon date28.02.2025
Day count convention30/360 (German), modified following
Accrued coupon1.88%

Life cycle

Issue price100.00%
Initial fixing date21.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day21.02.2025
Final fixing day21.02.2025
Redemption date28.02.2025
Redemption typeCash Settlement
Early redemptionNo
Residual term85
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 7.97%

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 Return3.46%
Cash value of fixed income investment upon issue96.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.02.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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