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8.00% ZKB Barrier Reverse Convertible, 29.07.2025 on worst of DHL GY/SIE GY/SAP GY
SAP SE/Siemens AG/Deutsche Post AG

ISIN: CH1358039597 Security: 135803959 Symbol: Z09S8Z Life cycle
Secondary market

Bid Price 99.86%

Ask Price 100.36%

Currency EUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 29.07.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
SAP A192.88183.62EUR183.62
(100.00%)
4.80%108.336
(59.00%)
43.83%5.4460
Siemens N167.84173.26EUR173.26
(100.00%)
-3.23%102.223
(59.00%)
39.09%5.7717
Deutsche Post N40.6140.67EUR40.67
(100.00%)
-0.15%23.995
(59.00%)
40.91%24.5881

Reference data

ISIN CH1358039597
Security 135803959
Symbol Z09S8Z
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'080.00

Coupon

Coupon (Coupon p.a.)8.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.28%
Premium portion p.a.4.72%
Coupon date29.01.2025
Day count convention30/360 (German), modified following
Accrued coupon0.04%

Life cycle

Issue price100.00%
Initial fixing date22.07.2024
Payment day29.07.2024
First trading day29.07.2024
Last trading day22.07.2025
Final fixing day22.07.2025
Redemption date29.07.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term357
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 -3.13%

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 Return3.28%
Cash value of fixed income investment upon issue96.82%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date29.07.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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