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ZKB Barrier Reverse Convertible on worst of
Pfizer Inc/Johnson & Johnson/Bristol-Myers Squibb Co

ISIN: CH1329114883 Security: 132911488 Symbol: Z09A5Z Life cycle
Secondary market

Bid Price 98.37%

Ask Price 98.87%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.07.2024 03:18:17

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Pfizer Inc29.527.66USD27.66
(100.00%)
6.24%16.596
(60.00%)
43.74%36.1533
Johnson & Johnson A151.01155.75USD155.75
(100.00%)
-3.14%93.450
(60.00%)
38.12%6.4205
Bristol Myers A41.251.59USD51.59
(100.00%)
-25.22%30.954
(60.00%)
24.87%19.3836

Reference data

ISIN CH1329114883
Security 132911488
Symbol Z09A5Z
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.5.07%
Premium portion p.a.3.93%
Coupon date30.09.2024
Day count convention30/360 (German), modified following
Accrued coupon2.85%

Life cycle

Issue price100.00%
Initial fixing date21.03.2024
Payment day28.03.2024
First trading day28.03.2024
Last trading day21.03.2025
Final fixing day21.03.2025
Redemption date28.03.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term246
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 -20.14%

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 Return5.07%
Cash value of fixed income investment upon issue95.17%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date28.03.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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