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ZKB Barrier Reverse Convertible on worst of
Daimler Truck Holding AG/RWE AG/Deutsche Telekom AG

ISIN: CH1329134956 Security: 132913495 Symbol: Z09KRZ Life cycle
Secondary market

Bid Price 100.45%

Ask Price 100.95%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 26.06.2024 03:08:14

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Daimler Truck Holding AG36.6239.32EUR39.32
(100.00%)
-7.49%19.660
(50.00%)
46.25%25.4324
RWE AG33.0234.71EUR34.71
(100.00%)
-5.09%17.355
(50.00%)
47.46%28.8101
Deutsche Telekom N23.222.00EUR22.00
(100.00%)
5.25%11.000
(50.00%)
52.63%45.4546

Reference data

ISIN CH1329134956
Security 132913495
Symbol Z09KRZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'081.00

Coupon

Coupon (Coupon p.a.)8.10% (8.10% )
Coupon paymentguaranteed
Interest portion p.a.3.46%
Premium portion p.a.4.64%
Coupon date27.08.2024
Day count convention30/360 (German), modified following
Accrued coupon0.77%

Life cycle

Issue price100.00%
Initial fixing date17.05.2024
Payment day27.05.2024
First trading day27.05.2024
Last trading day19.05.2025
Final fixing day19.05.2025
Redemption date27.05.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term326
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -6.97%

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

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date27.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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