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12.75% ZKB Barrier Reverse Convertible, 09.02.2026 on worst of WFC UN/BAC UN/C UN
Bank of America Corp/Citigroup Inc/Wells Fargo & Co

ISIN: CH1358041569 Security: 135804156 Symbol: Z09TZZ Life cycle
in subscription, indicative

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange ZKB

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bank of America A42.342.3708USD42.37
(100.00%)
n.a.21.185
(50.00%)
n.a.23.6011
Citigroup A64.565.4049USD65.40
(100.00%)
n.a.32.702
(50.00%)
n.a.15.2894
Wells Fargo A59.1459.2070USD59.21
(100.00%)
n.a.29.604
(50.00%)
n.a.16.8899

Reference data

ISIN CH1358041569
Security 135804156
Symbol Z09TZZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'127.50

Coupon

Coupon (Coupon p.a.)12.75% (8.50% )
Coupon paymentguaranteed
Interest portion p.a.4.54%
Premium portion p.a.3.96%
Coupon date10.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date02.08.2024
Payment day09.08.2024
First trading day09.08.2024
Last trading day02.02.2026
Final fixing day02.02.2026
Redemption date09.02.2026
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term558
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot USD 1'000.00
Performance of underlying since issue

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 Return4.54%
Cash value of fixed income investment upon issue93.55%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date09.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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