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ZKB Barrier Reverse Convertible on worst of
Baloise-Holding AG/Helvetia Holding AG/Zurich Insurance Group AG/Swiss Re AG

ISIN: CH1329114750 Security: 132911475 Symbol: Z099UZ Life cycle
Secondary market

Bid Price 101.20%

Ask Price 101.70%

Currency CHF

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 23.05.2024 03:02:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bâloise-Hldg N154.1144.70CHF144.70
(100.00%)
6.22%101.290
(70.00%)
34.36%6.9109
Helvetia Hldg N129.8125.10CHF125.10
(100.00%)
3.70%87.570
(70.00%)
32.59%7.9936
Zurich Insurance N474.1485.60CHF485.60
(100.00%)
-2.43%339.920
(70.00%)
28.30%2.0593
Swiss Re N112.05116.50CHF116.50
(100.00%)
-4.16%81.550
(70.00%)
27.09%8.5837

Reference data

ISIN CH1329114750
Security 132911475
Symbol Z099UZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.50

Coupon

Coupon (Coupon p.a.)12.75% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.1.12%
Premium portion p.a.7.38%
Coupon date26.09.2024
Day count convention30/360 (German), modified following
Accrued coupon1.46%

Life cycle

Issue price100.00%
Initial fixing date21.03.2024
Payment day26.03.2024
First trading day26.03.2024
Last trading day22.09.2025
Final fixing day22.09.2025
Redemption date26.09.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term486
Issue amount5'000'000.00

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 -3.99%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.12%
Cash value of fixed income investment upon issue98.35%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date26.09.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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