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8.75% ZKB Barrier Reverse Convertible, 06.06.2025 on worst of SAN FP/BAYN GY/PHIA NA
Bayer AG/Sanofi SA/Royal Philips NV

ISIN: CH1329135144 Security: 132913514 Symbol: Z09KYZ Life cycle
Secondary market

Bid Price 96.45%

Ask Price 96.95%

Currency EUR

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (realtime) 21.06.2024 05:14:21

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N2628.055EUR28.06
(100.00%)
-7.68%16.553
(59.00%)
36.47%35.6443
Sanofi A87.6288.57EUR88.57
(100.00%)
-1.55%52.256
(59.00%)
40.09%11.2905
Philips A24.5325.24EUR25.24
(100.00%)
-2.27%14.892
(59.00%)
39.66%39.6197

Reference data

ISIN CH1329135144
Security 132913514
Symbol Z09KYZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'087.50

Coupon

Coupon (Coupon p.a.)8.75% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.3.50%
Premium portion p.a.5.25%
Coupon date06.12.2024
Day count convention30/360 (German), modified following
Accrued coupon0.49%

Life cycle

Issue price100.00%
Initial fixing date30.05.2024
Payment day06.06.2024
First trading day06.06.2024
Last trading day30.05.2025
Final fixing day30.05.2025
Redemption date06.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term340
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 -7.13%

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 Return3.50%
Cash value of fixed income investment upon issue96.62%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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