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ZKB Barrier Reverse Convertible on worst of
Nestlé AG/Novartis AG/Roche Holding AG

ISIN: CH1329126242 Security: 132912624 Symbol: Z09FYZ Life cycle
Secondary market

Bid Price 100.62%

Ask Price 101.22%

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Nestlé N91.6491.92CHF91.92
(100.00%)
-0.26%63.425
(69.00%)
30.82%21.7581
Novartis N91.1185.00CHF85.00
(100.00%)
6.59%58.650
(69.00%)
35.55%23.5294
Roche GS228.8221.50CHF221.50
(100.00%)
3.11%152.835
(69.00%)
33.14%9.0293

Reference data

ISIN CH1329126242
Security 132912624
Symbol Z09FYZ
Currency CHF
Currency hedging No
Nominal amount 2'000.00
Barrier level observation continuous
Maximum repayment 2'116.00

Coupon

Coupon (Coupon p.a.)5.80% (5.80% )
Coupon paymentguaranteed
Interest portion p.a.1.20%
Premium portion p.a.4.60%
Coupon date23.07.2024
Day count convention30/360 (German), modified following
Accrued coupon0.60%

Life cycle

Issue price100.00%
Initial fixing date16.04.2024
Payment day23.04.2024
First trading day23.04.2024
Last trading day16.04.2025
Final fixing day16.04.2025
Redemption date23.04.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term322
Issue amount3'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 2'000.00
Performance of underlying since issue -0.26%

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 Return1.20%
Cash value of fixed income investment upon issue98.81%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date23.04.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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