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ZKB Barrier Reverse Convertible on worst of
Mastercard Inc/Visa Inc/PayPal Holdings Inc/American Express Co

ISIN: CH1304003101 Security: 130400310 Symbol: Z094WZ Life cycle
Secondary market

Bid Price 103.00%

Ask Price 103.50%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Mastercard -A- N517.0325471.56USD471.56
(100.00%)
8.89%235.780
(50.00%)
54.45%2.1206
Visa A -A-309.93283.75USD283.75
(100.00%)
8.55%141.875
(50.00%)
54.27%3.5242
PayPal Hold. Inc A85.258.35USD58.35
(100.00%)
31.38%29.175
(50.00%)
65.69%17.1380
American Express A293.6543213.99USD213.99
(100.00%)
26.71%106.995
(50.00%)
63.36%4.6731

Reference data

ISIN CH1304003101
Security 130400310
Symbol Z094WZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'090.00

Coupon

Coupon (Coupon p.a.)9.00% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.5.13%
Premium portion p.a.3.87%
Coupon date28.02.2025
Day count convention30/360 (German), modified following
Accrued coupon2.18%

Life cycle

Issue price100.00%
Initial fixing date22.02.2024
Payment day28.02.2024
First trading day28.02.2024
Last trading day24.02.2025
Final fixing day24.02.2025
Redemption date28.02.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term94
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 9.35%

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 Return5.13%
Cash value of fixed income investment upon issue95.12%
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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