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ZKB Barrier Reverse Convertible on worst of
Swisscom AG/Partners Group Holding AG/SGS Ltd

ISIN: CH1329112754 Security: 132911275 Symbol: Z098PZ Life cycle
Secondary market

Bid Price 102.02%

Ask Price 102.52%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 23.05.2024 01:22:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Swisscom N495.4526.60CHF526.60
(100.00%)
-6.26%342.290
(65.00%)
30.93%9.4949
Part Grp Hldg N1255.51'295.00CHF1'295.00
(100.00%)
-3.15%841.750
(65.00%)
32.95%3.8610
SGS N84.284.90CHF84.90
(100.00%)
-0.62%55.185
(65.00%)
34.60%58.8928

Reference data

ISIN CH1329112754
Security 132911275
Symbol Z098PZ
Currency CHF
Currency hedging No
Nominal amount 5'000.00
Barrier level observation continuous
Maximum repayment 5'362.50

Coupon

Coupon (Coupon p.a.)7.25% (7.25% )
Coupon paymentguaranteed
Interest portion p.a.1.40%
Premium portion p.a.5.85%
Coupon date25.03.2025
Day count convention30/360 (German), modified following
Accrued coupon1.27%

Life cycle

Issue price100.00%
Initial fixing date18.03.2024
Payment day25.03.2024
First trading day25.03.2024
Last trading day18.03.2025
Final fixing day18.03.2025
Redemption date25.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term298
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue -5.89%

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 Return1.40%
Cash value of fixed income investment upon issue98.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date25.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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