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ZKB Barrier Reverse Convertible on worst of
Pfizer Inc/Johnson & Johnson/Merck & Co Inc

ISIN: CH1329105980 Security: 132910598 Symbol: Z095JZ Life cycle
Secondary market

Bid Price 103.97%

Ask Price 104.47%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 23.05.2024 11:46:53

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Pfizer Inc29.626.56USD26.56
(100.00%)
10.27%17.264
(65.00%)
41.68%37.6506
Johnson & Johnson A153.5161.38USD161.38
(100.00%)
-5.13%104.897
(65.00%)
31.66%6.1966
Merck A131.1127.15USD127.15
(100.00%)
3.01%82.648
(65.00%)
36.96%7.8647

Reference data

ISIN CH1329105980
Security 132910598
Symbol Z095JZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'095.00

Coupon

Coupon (Coupon p.a.)9.50% (9.50% )
Coupon paymentguaranteed
Interest portion p.a.5.11%
Premium portion p.a.4.39%
Coupon date09.09.2024
Day count convention30/360 (German), modified following
Accrued coupon2.14%

Life cycle

Issue price100.00%
Initial fixing date29.02.2024
Payment day07.03.2024
First trading day07.03.2024
Last trading day28.02.2025
Final fixing day28.02.2025
Redemption date07.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term280
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 -4.88%

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 Return5.11%
Cash value of fixed income investment upon issue95.14%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date07.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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