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ZKB Barrier Reverse Convertible on worst of
JPMorgan Chase & Co/Morgan Stanley/BlackRock Inc

ISIN: CH1329139195 Security: 132913919 Symbol: Z09N7Z Life cycle
Secondary market

Bid Price 105.37%

Ask Price 105.97%

Currency USD

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
JPMorgan Chase A245.0637199.61USD199.61
(100.00%)
17.97%119.766
(60.00%)
50.78%5.0098
Morgan Stanley A13596.39USD96.39
(100.00%)
28.61%57.834
(60.00%)
57.16%10.3745
BlackRock N1033.38766.17USD766.17
(100.00%)
26.09%459.702
(60.00%)
55.65%1.3052

Reference data

ISIN CH1329139195
Security 132913919
Symbol Z09N7Z
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'090.00

Coupon

Coupon (Coupon p.a.)9.00% (9.00% )
Coupon paymentguaranteed
Interest portion p.a.5.22%
Premium portion p.a.3.78%
Coupon date17.12.2024
Day count convention30/360 (German), modified following
Accrued coupon3.98%

Life cycle

Issue price100.00%
Initial fixing date10.06.2024
Payment day17.06.2024
First trading day17.06.2024
Last trading day10.06.2025
Final fixing day10.06.2025
Redemption date17.06.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term200
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 21.90%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zuercher 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 Return5.22%
Cash value of fixed income investment upon issue95.04%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.06.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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