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ZKB Barrier Reverse Convertible on worst of
Bank of America Corp/Citigroup Inc/Wells Fargo & Co

ISIN: CH1329128636 Security: 132912863 Symbol: Z09H7Z Life cycle
Secondary market

Bid Price 101.40%

Ask Price 101.90%

Currency USD

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.06.2024 02:40:03

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bank of America A39.9936.88USD36.88
(100.00%)
7.78%21.759
(59.00%)
45.59%27.1150
Citigroup A60.6261.54USD61.54
(100.00%)
-1.52%36.309
(59.00%)
40.10%16.2496
Wells Fargo A58.9659.83USD59.83
(100.00%)
-1.48%35.300
(59.00%)
40.13%16.7140

Reference data

ISIN CH1329128636
Security 132912863
Symbol Z09H7Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'097.50

Coupon

Coupon (Coupon p.a.)9.75% (9.75% )
Coupon paymentguaranteed
Interest portion p.a.5.29%
Premium portion p.a.4.46%
Coupon date08.11.2024
Day count convention30/360 (German), modified following
Accrued coupon1.30%

Life cycle

Issue price100.00%
Initial fixing date02.05.2024
Payment day08.05.2024
First trading day08.05.2024
Last trading day02.05.2025
Final fixing day02.05.2025
Redemption date08.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term314
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 -1.49%

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 Return5.29%
Cash value of fixed income investment upon issue94.98%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date08.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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