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ZKB Barrier Reverse Convertible on worst of
Kuehne + Nagel International AG/Geberit AG/Schindler Holding AG

ISIN: CH1329122993 Security: 132912299 Symbol: Z09DPZ Life cycle
Secondary market

Bid Price 93.79%

Ask Price 94.29%

Currency CHF

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
Kühne + Nagel Int N208254.90CHF254.90
(100.00%)
-22.55%165.685
(65.00%)
20.34%3.9231
Geberit N516.6507.40CHF507.40
(100.00%)
1.78%329.810
(65.00%)
36.16%1.9708
Schindler Hldg N245.5217.50CHF217.50
(100.00%)
11.41%141.375
(65.00%)
42.41%4.5977

Reference data

ISIN CH1329122993
Security 132912299
Symbol Z09DPZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'112.50

Coupon

Coupon (Coupon p.a.)11.25% (7.50% )
Coupon paymentguaranteed
Interest portion p.a.1.13%
Premium portion p.a.6.37%
Coupon date22.10.2025
Day count convention30/360 (German), modified following
Accrued coupon0.69%

Life cycle

Issue price100.00%
Initial fixing date15.04.2024
Payment day22.04.2024
First trading day22.04.2024
Last trading day15.10.2025
Final fixing day15.10.2025
Redemption date22.10.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term327
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue -18.40%

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 Return1.13%
Cash value of fixed income investment upon issue98.33%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date22.10.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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