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12.00% ZKB Barrier Reverse Convertible, 20.02.2026 on worst of KHC UW/GIS UN/MDLZ UW
The Kraft Heinz Company/Mondelez International Inc/General Mills Inc

ISIN: CH1358044936 Security: 135804493 Symbol: Z09VDZ 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
The Kraft Heinz Co A34.8235.5771USD35.58
(100.00%)
n.a.22.414
(63.00%)
n.a.28.1080
Mondelez Int Inc -A-68.4668.4479USD68.45
(100.00%)
n.a.43.122
(63.00%)
n.a.14.6096
General Mills A67.9367.8383USD67.84
(100.00%)
n.a.42.738
(63.00%)
n.a.14.7409

Reference data

ISIN CH1358044936
Security 135804493
Symbol Z09VDZ
Currency USD
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'120.00

Coupon

Coupon (Coupon p.a.)12.00% (8.00% )
Coupon paymentguaranteed
Interest portion p.a.3.78%
Premium portion p.a.4.22%
Coupon date20.02.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date14.08.2024
Payment day20.08.2024
First trading day20.08.2024
Last trading day17.02.2026
Final fixing day17.02.2026
Redemption date20.02.2026
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 Return3.78%
Cash value of fixed income investment upon issue94.58%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date20.02.2026
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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