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ZKB Barrier Reverse Convertible on worst of
Bayer AG/Sanofi SA/Royal Philips NV/Merck KGaA

ISIN: CH1329131432 Security: 132913143 Symbol: Z09IHZ Life cycle
Secondary market

Bid Price 99.62%

Ask Price 100.12%

Currency EUR

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 23.05.2024 05:14:18

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N27.58529.38EUR29.38
(100.00%)
-6.51%16.159
(55.00%)
41.42%34.0368
Sanofi A90.1692.71EUR92.71
(100.00%)
-2.83%50.991
(55.00%)
43.44%10.7863
Philips A24.725.24EUR25.24
(100.00%)
-2.19%13.882
(55.00%)
43.80%39.6197
Merck A169.05154.50EUR154.50
(100.00%)
8.61%84.975
(55.00%)
49.73%6.4725

Reference data

ISIN CH1329131432
Security 132913143
Symbol Z09IHZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.26

Coupon

Coupon (Coupon p.a.)8.73% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.3.46%
Premium portion p.a.5.29%
Coupon date20.11.2024
Day count convention30/360 (German), modified following
Accrued coupon0.17%

Life cycle

Issue price100.00%
Initial fixing date13.05.2024
Payment day21.05.2024
First trading day21.05.2024
Last trading day13.05.2025
Final fixing day13.05.2025
Redemption date20.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term353
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 -6.11%

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 Return3.46%
Cash value of fixed income investment upon issue96.67%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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