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13.12% ZKB Barrier Reverse Convertible, 15.01.2026 on worst of BAER SE/LONN SE/SIKA SE
Julius Baer Gruppe AG/Lonza Group AG/Sika AG

ISIN: CH1358034168 Security: 135803416 Symbol: Z09PSZ Life cycle
Secondary market

Bid Price 99.46%

Ask Price 99.96%

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 17.07.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Julius Baer Grp N51.3651.16CHF51.16
(100.00%)
0.08%30.184
(59.00%)
41.05%19.5465
Lonza Grp N509.2502.60CHF502.60
(100.00%)
1.22%296.534
(59.00%)
41.72%1.9897
Sika N262.5258.60CHF258.60
(100.00%)
1.37%152.574
(59.00%)
41.81%3.8670

Reference data

ISIN CH1358034168
Security 135803416
Symbol Z09PSZ
Currency CHF
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'131.25

Coupon

Coupon (Coupon p.a.)13.13% (8.75% )
Coupon paymentguaranteed
Interest portion p.a.0.96%
Premium portion p.a.7.79%
Coupon date15.01.2025
Day count convention30/360 (German), modified following
Accrued coupon0.17%

Life cycle

Issue price100.00%
Initial fixing date08.07.2024
Payment day15.07.2024
First trading day15.07.2024
Last trading day08.01.2026
Final fixing day08.01.2026
Redemption date15.01.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term539
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot CHF 1'000.00
Performance of underlying since issue 0.08%

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 marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return0.96%
Cash value of fixed income investment upon issue98.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date15.01.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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