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ZKB Barrier Reverse Convertible on worst of
SAP SE/Siemens AG/Allianz SE/Deutsche Telekom AG

ISIN: CH1329131424 Security: 132913142 Symbol: Z09IGZ Life cycle
Secondary market

Bid Price 98.86%

Ask Price 99.36%

Currency EUR

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 17.05.2024 05:14:20

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SAP A177.02176.68EUR176.68
(100.00%)
0.19%104.241
(59.00%)
41.11%5.6600
Siemens N172.56187.98EUR187.98
(100.00%)
-8.36%110.908
(59.00%)
36.07%5.3197
Allianz N267.4266.10EUR266.10
(100.00%)
0.34%156.999
(59.00%)
41.20%3.7580
Deutsche Telekom N2222.01EUR22.01
(100.00%)
-0.09%12.986
(59.00%)
40.95%45.4339

Reference data

ISIN CH1329131424
Security 132913142
Symbol Z09IGZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'085.00

Coupon

Coupon (Coupon p.a.)8.50% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.3.47%
Premium portion p.a.5.03%
Coupon date18.11.2024
Day count convention30/360 (German), modified following
Accrued coupon0.14%

Life cycle

Issue price100.00%
Initial fixing date13.05.2024
Payment day16.05.2024
First trading day16.05.2024
Last trading day13.05.2025
Final fixing day13.05.2025
Redemption date16.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term359
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -7.71%

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 Return3.47%
Cash value of fixed income investment upon issue96.65%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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